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On some robust properties of estimates of regression based on rank tests

โœ Scribed by J. N. Adichie


Book ID
105589579
Publisher
Springer Japan
Year
1974
Tongue
English
Weight
310 KB
Volume
26
Category
Article
ISSN
0020-3157

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A reasonable approach to robust regression estimation is minimizing a robust scale estimator of the pairwise differences of residuals. We introduce a large class of estimators based on this strategy extending ideas of Yohai and Zamar (Am. Statist. (1993) 1824-1842) and Croux et al. (J. Am. Statist.