Estimates of Regression Coefficients Based on the Sign Covariance Matrix

DOI10.1111/1467-9868.00344zbMath1090.62052OpenAlexW2006879073MaRDI QIDQ4665893

Thomas P. Hettmansperger, Esa Ollila, Hannu Oja

Publication date: 11 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00344

zbMATH Keywords

efficiencyinfluence functionaffine equivariancevariance estimationmultivariate medianmultivariate multiple regressionmultivarite sign

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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