Rank estimation of regression coefficients using iterated reweighted least squares

DOI10.1080/00949650310001596381zbMath1060.62072OpenAlexW2017438556MaRDI QIDQ4673858

Gerald L. Sievers, Asheber Abebe

Publication date: 9 May 2005

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650310001596381

zbMATH Keywords

linear models\(R\)-estimatescore functionWilcoxonRGLM

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (10)

Iterated Reweighted Rank-Based Estimates for GEE Models ⋮ On the Iteratively Reweighted Rank Regression Estimator ⋮ Robust confidence regions for the semi-parametric regression model with responses missing at random ⋮ Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression ⋮ Robust spline-based variable selection in varying coefficient model ⋮ Rank-based shrinkage estimation for identification in semiparametric additive models ⋮ Robust estimation of single index models with responses missing at random ⋮ WILCOXON RANK BASED PRINCIPAL COMPONENT ANALYSIS ⋮ Regularised rank quasi-likelihood estimation for generalised additive models ⋮ Capturing spatiotemporal dynamics of Alaskan groundfish catch using signed-rank estimation for varying coefficient models

Uses Software

• R
• MINITAB
• S-PLUS
• SAS/STAT

Cites Work

• Unnamed Item
• Weighted least-squares rank estimates
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• An Iterative Technique for Absolute Deviations Curve Fitting

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