Estimates of the Regression Coefficient
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Sen, Pranab Kumar
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Article
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1968
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American Statistical Association
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English
β 653 KB
The least squares estimator of a regression coefficient p is vulnerable to gross errors and the associated confidence interval is, in addition, sensitive to non-normality of the parent distribution. In this paper, a simple and robust (point as well as interval) estimator of B based on Kendall's [6]