Consistency and asymptotic distribution of the Theil-Sen estimator

DOI10.1016/j.jspi.2007.06.036zbMath1131.62059OpenAlexW2016804045MaRDI QIDQ2480035

Shaoli Wang, Hanxiang Peng, Xue-Qin Wang

Publication date: 28 March 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.06.036

zbMATH Keywords

robustnessasymptotic normalitymediansuper-efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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On a class of linear regression methods ⋮ Unnamed Item ⋮ Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage ⋮ Data based identification and prediction of nonlinear and complex dynamical systems ⋮ Rank tests for short memory stationarity ⋮ Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity ⋮ Some maximum-indifference estimators for the slope of a univariate linear model ⋮ Heteroscedastic Global Tests that the Regression Parameters for Two or More Independent Groups are Identical

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