Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

A Note on the Theil-Sen Regression Estimator When the Regressor Is Random and the Error Term Is Heteroscedastic

From MaRDI portal
Publication:4211346
Jump to:navigation, search

DOI<261::AID-BIMJ261>3.0.CO;2-V 10.1002/(SICI)1521-4036(199807)40:3<261::AID-BIMJ261>3.0.CO;2-VzbMath1008.62623OpenAlexW2068039897MaRDI QIDQ4211346

Rand R. Wilcox

Publication date: 21 April 2003

Full work available at URL: https://doi.org/10.1002/(sici)1521-4036(199807)40:3<261::aid-bimj261>3.0.co;2-v

zbMATH Keywords

bootstraprobust regression\(M\)-estimators


Mathematics Subject Classification ID

Linear regression; mixed models (62J05)


Related Items

Data based identification and prediction of nonlinear and complex dynamical systems, Meta-heuristic algorithms for parameter estimation of semi-parametric linear regression models, Some maximum-indifference estimators for the slope of a univariate linear model, Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data



Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4211346&oldid=18070629"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 6 February 2024, at 15:05.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki