Efficient and adaptive rank-based fits for linear models with skew-normal errors

DOI10.1186/S40488-014-0018-0MaRDI QIDQ499770zbMATH OpenOpenAlexWikidataFDO

Authors Joseph W. McKean, John D. Kloke

Publication date 6 October 2015

Published in Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s40488-014-0018-0

zbMATH Keywords

robustMonte Carlolinear modelsregression rank scoresnonparametricsWilcoxon procedures

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 4022375 (Why is no real title available?)
• A Two-Sample Adaptive Distribution-Free Test
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• High-Breakdown Rank Regression
• Nonparametric Estimate of Regression Coefficients
• Rank-Based Estimation and Associated Inferences for Linear Models With Cluster Correlated Errors
• Robust nonparametric statistical methods
• Weighted Wilcoxon estimators in nonlinear regression

Cited in

(3)

• A Monte Carlo permutation procedure for testing variance components using robust estimation methods
• A new class of score generating functions for regression models
• Rank-based analysis of linear models and beyond: a review

Describes a project that uses

Uses Software

• R
• Rfit
• sn

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