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Simulations of the Theil-Sen regression estimator with right-censored data

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Publication:1266000
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DOI10.1016/S0167-7152(98)00022-4zbMath1094.62508OpenAlexW1999581350MaRDI QIDQ1266000

Rand R. Wilcox

Publication date: 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00022-4


zbMATH Keywords

BootstrapBuckley-James estimator


Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99)


Related Items

Unnamed Item ⋮ Unbiasedness of the Theil–Sen estimator ⋮ Asymptotics of the Theil–Sen estimator in the simple linear regression model with a random covariate ⋮ Consistency and asymptotic distribution of the Theil-Sen estimator



Cites Work

  • On the bootstrap and confidence intervals
  • Weighted median regression estimates
  • A comparison of robust estimators in simple linear regression
  • Estimation in linear models with censored data
  • Linear regression with censored data
  • The Theil-Sen Estimator With Doubly Censored Data and Applications to Astronomy
  • Estimates of the Regression Coefficient Based on Kendall's Tau
  • Robust Statistics
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
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