메뉴 건너뛰기




Volumn 17, Issue 1, 2005, Pages 107-120

Asymptotics of the Theil-Sen estimator in the simple linear regression model with a random covariate

Author keywords

Asymptotic normality; Linear regression; Non parametric statistics; Strong consistency

Indexed keywords


EID: 12344319661     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/1048525042000267743     Document Type: Article
Times cited : (13)

References (21)
  • 2
    • 84947348224 scopus 로고
    • Estimates of the regression coefficient based on Kendall's tau
    • Sen, P.K., 1968, Estimates of the regression coefficient based on Kendall's tau. Journal of the American Statistical Association, 63, 1379-1389.
    • (1968) Journal of the American Statistical Association , vol.63 , pp. 1379-1389
    • Sen, P.K.1
  • 3
    • 0003157339 scopus 로고
    • Robust estimation of a location parameter
    • Huber, P.J., 1964, Robust estimation of a location parameter. Annals of Mathematical Statistics, 35, 73-101.
    • (1964) Annals of Mathematical Statistics , vol.35 , pp. 73-101
    • Huber, P.J.1
  • 4
    • 0000637305 scopus 로고
    • Estimation in a linear regression model with censored data
    • Ritov, Y., 1990, Estimation in a linear regression model with censored data. Annals of Statistics, 18, 303-328.
    • (1990) Annals of Statistics , vol.18 , pp. 303-328
    • Ritov, Y.1
  • 5
    • 0000947808 scopus 로고
    • On adaptive estimation
    • Bickel, P.J., 1982, On adaptive estimation. Annals of Statistics, 10, 647-671.
    • (1982) Annals of Statistics , vol.10 , pp. 647-671
    • Bickel, P.J.1
  • 7
    • 0038383111 scopus 로고    scopus 로고
    • Asymptotic properties of the generalized semi-parametric MLE in linear regression
    • Yu, Q.Q. and Wong, G.Y.C., 2003, Asymptotic properties of the generalized semi-parametric MLE in linear regression. Statistica Sinica, 13, 311-325.
    • (2003) Statistica Sinica , vol.13 , pp. 311-325
    • Yu, Q.Q.1    Wong, G.Y.C.2
  • 8
    • 0000972131 scopus 로고
    • Robust regression using repeated medians
    • Siegel, A.F., 1982, Robust regression using repeated medians. Biometrika, 69, 242-244.
    • (1982) Biometrika , vol.69 , pp. 242-244
    • Siegel, A.F.1
  • 9
    • 0004432353 scopus 로고
    • Teaching regression in a nonparametric statistics course
    • Dietz, E.J., 1989, Teaching regression in a nonparametric statistics course. American Statistics, 43, 35-40.
    • (1989) American Statistics , vol.43 , pp. 35-40
    • Dietz, E.J.1
  • 10
    • 0040635051 scopus 로고    scopus 로고
    • Simulations on the Theil-Sen regression estimator with right-censored data
    • Wilcox, R.R., 1998, Simulations on the Theil-Sen regression estimator with right-censored data. Statistics and Probability Letters, 39, 43-47.
    • (1998) Statistics and Probability Letters , vol.39 , pp. 43-47
    • Wilcox, R.R.1
  • 15
    • 0010022572 scopus 로고    scopus 로고
    • A class of semi-parametric regressions for the accelerated failure time model
    • Jones, M.P., 1997, A class of semi-parametric regressions for the accelerated failure time model. Biometrika, 84, 73-84.
    • (1997) Biometrika , vol.84 , pp. 73-84
    • Jones, M.P.1
  • 16
    • 0035368709 scopus 로고    scopus 로고
    • Efficient randomized algorithms for robust estimation of circular arcs and aligned ellipses
    • Mount, D.M. and Netanyahu, N.S., 2001, Efficient randomized algorithms for robust estimation of circular arcs and aligned ellipses. Computational Geometry-Theory and Applications, 19, 1-33.
    • (2001) Computational Geometry-Theory and Applications , vol.19 , pp. 1-33
    • Mount, D.M.1    Netanyahu, N.S.2
  • 19
    • 1542267821 scopus 로고    scopus 로고
    • Root n consistent and optimal density estimators for moving average processes
    • Schick, A. and Wefelmeyer, W., 2004, Root n consistent and optimal density estimators for moving average processes. Scandinavian Journal of Statistics, 31, 63-78.
    • (2004) Scandinavian Journal of Statistics , vol.31 , pp. 63-78
    • Schick, A.1    Wefelmeyer, W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.