Simulation results on extensions of the Theil-Sen regression estimator

Communications in Statistics Part B: Simulation and Computation

Volumn 27, Issue 4, 1998, Pages 1117-1126

  Wilcox, Rand R ^a  

^a NONE

Author keywords

Elemental subsets; Heteroscedasticity

Indexed keywords

EID: 0348241173     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610919808813528     Document Type: Article

References (16)

1. Akritas, M. G., Murphy, S. A. & LaValley (1995). "The Theil-Sen Estimator with doubly censored data and applications to astronomy," Journal of the American Statistical Association, 90, 170-177.
2. Cohen, M., Dalal, S. R. & Tukey, J. W. (1993). "Robust, smoothly heterogeneous variance regression," Applied Statistics, 42, 339-353.
3. Dietz, E. J. (1987). "A comparison of robust estimators in simple linear regression," Communications in Statistics-Simulation and Computation, 16, 1209-1227.
4. Dietz, E. J. (1989). "Teaching regression in a nonparametric statistics course," American Statistician, 43, 35-40.
5. Hawkins, D. M. (1993). "The accuracy of elemental set approximations for regression," Journal of the American Statistical Association, 88, 580-589.
6. Hoaglin, D. C. (1985) "Summarizing shape numerically: The g-and-h distributions," in D. Hoaglin, F. Mosteller & J. Tukey (Eds.) Exploring Data Tables, Trends and Shapes. New York: Wiley.
7. Huber, P. J. (1981). Robust Statistics. New York: Wiley.
8. Hussain, S. S. & Sprent, P. (1983). "Non-parametric regression," Journal of the Royal Statistical Society, 146, 182-191.
9. Rousseeuw, P. J. & Leroy, A. M. (1987). Robust Regression and Outlier Detection. New York: Wiley.
10. Sen, P. K. (1968). "Estimate of the regression coefficient based on Kendall's tau," Journal of the American Statistical Association, 63, 1379-1389.
11. Staudte, R. G. & Sheather, S. J. (1990). Robust Estimation and Testing. New York: Wiley.
12. Theil, H. (1950). "A rank-invariant method of linear and polynomial regression analysis," Indagationes Mathematicae, 12, 85-91.
13. Wilcox, R. R. (1996). "Estimation in the simple linear regression model when there is heteroscedasticity of unknown form," Communications in Statistics-Theory and Methods, 25, 1305-1324.
14. Wilcox, R. R. (1997). Introduction to Robust Estimation and Hypothesis Testing. San Diego CA: Academic Press.
15. Wilcox, R. R. (1998). "The goals and strategies of modern robust methods," British Journal of Mathematical and Statistical Psychology. 51, 1-39.
16. Wilcox, R. R. (in press). "A note on the Theil-Sen regression estimator when the regressor is random and the error term is heteroscedastic," Biometrical Journal.