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On the computation of R-estimators

Mukherjee, Kanchan and Wang, Yuankun (2014) On the computation of R-estimators. In: Contemporary developments in statistical theory. Springer Proceedings in Mathematics & Statistics . Springer, Switzerland, pp. 279-288. ISBN 9783319026503

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Abstract

In this paper, we propose a simple iterative algorithm for computing R-estimates of the parameters of the linear regression models. The algorithm can be applied routinely to compute R-estimates based on any score function. We apply this to some well-known datasets and can identify outliers which would not have been detected using least squares.

Item Type: Contribution in Book/Report/Proceedings
Uncontrolled Keywords: Rank estimators ; linear model
Subjects:
Departments: Faculty of Science and Technology > Mathematics and Statistics
ID Code: 69107
Deposited By: ep_importer_pure
Deposited On: 03 Apr 2014 10:27
Refereed?: Yes
Published?: Published
Last Modified: 22 Oct 2017 03:28
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/69107

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