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
Subjects:
ID Code:
69107
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Deposited On:
03 Apr 2014 09:27
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2020 05:46