Weighted least-squares rank estimates

DOI10.1080/03610928308828516zbMath0539.62041OpenAlexW4229519468MaRDI QIDQ3326623

Thomas P. Hettmansperger, Kuo-Sheuan Cheng

Publication date: 1983

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828516

zbMATH Keywords

linear modeliteratively reweighted least squaresrobust estimaterank estimatesR estimate

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

On the Iteratively Reweighted Rank Regression Estimator ⋮ Rank estimation of regression coefficients using iterated reweighted least squares ⋮ Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter

Cites Work

• Robustness properties for a simple class of rank estimates
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Estimates of Location Based on Rank Tests
• Nonparametric Estimate of Regression Coefficients
• Linearized Rank Estimates and Signed-Rank Estimates for the General Linear Hypothesis
• An Analogue, for Signed Rank Statistics, of Jureckova's Asymptotic Linearity Theorem for Rank Statistics
• Robust Estimates of Location: Survey and Advances
• Robust Statistics

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