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On the computation of R-estimators

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On the computation of R-estimators. / Mukherjee, Kanchan; Wang, Yuankun.
Contemporary developments in statistical theory : a festschrift for Hira Lal Koul. ed. / Soumendra Lahiri; Anton Schick; Ashis SenGupta; T. N. Sriram. Switzerland: Springer, 2014. p. 279-288 (Springer Proceedings in Mathematics & Statistics ; Vol. 68).

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)peer-review

Harvard

Mukherjee, K & Wang, Y 2014, On the computation of R-estimators. in S Lahiri, A Schick, A SenGupta & TN Sriram (eds), Contemporary developments in statistical theory : a festschrift for Hira Lal Koul. Springer Proceedings in Mathematics & Statistics , vol. 68, Springer, Switzerland, pp. 279-288. https://doi.org/10.1007/978-3-319-02651-0_17

APA

Mukherjee, K., & Wang, Y. (2014). On the computation of R-estimators. In S. Lahiri, A. Schick, A. SenGupta, & T. N. Sriram (Eds.), Contemporary developments in statistical theory : a festschrift for Hira Lal Koul (pp. 279-288). (Springer Proceedings in Mathematics & Statistics ; Vol. 68). Springer. https://doi.org/10.1007/978-3-319-02651-0_17

Vancouver

Mukherjee K, Wang Y. On the computation of R-estimators. In Lahiri S, Schick A, SenGupta A, Sriram TN, editors, Contemporary developments in statistical theory : a festschrift for Hira Lal Koul. Switzerland: Springer. 2014. p. 279-288. (Springer Proceedings in Mathematics & Statistics ). doi: 10.1007/978-3-319-02651-0_17

Author

Mukherjee, Kanchan ; Wang, Yuankun. / On the computation of R-estimators. Contemporary developments in statistical theory : a festschrift for Hira Lal Koul. editor / Soumendra Lahiri ; Anton Schick ; Ashis SenGupta ; T. N. Sriram. Switzerland : Springer, 2014. pp. 279-288 (Springer Proceedings in Mathematics & Statistics ).

Bibtex

@inbook{70f5248400354ff3b4a0cc19999edc11,
title = "On the computation of R-estimators",
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.",
keywords = "Rank estimators, linear model",
author = "Kanchan Mukherjee and Yuankun Wang",
year = "2014",
doi = "10.1007/978-3-319-02651-0_17",
language = "English",
isbn = "9783319026503",
series = "Springer Proceedings in Mathematics & Statistics ",
publisher = "Springer",
pages = "279--288",
editor = "Soumendra Lahiri and Anton Schick and Ashis SenGupta and Sriram, {T. N. }",
booktitle = "Contemporary developments in statistical theory",

}

RIS

TY - CHAP

T1 - On the computation of R-estimators

AU - Mukherjee, Kanchan

AU - Wang, Yuankun

PY - 2014

Y1 - 2014

N2 - 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.

AB - 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.

KW - Rank estimators

KW - linear model

U2 - 10.1007/978-3-319-02651-0_17

DO - 10.1007/978-3-319-02651-0_17

M3 - Chapter (peer-reviewed)

SN - 9783319026503

T3 - Springer Proceedings in Mathematics & Statistics

SP - 279

EP - 288

BT - Contemporary developments in statistical theory

A2 - Lahiri, Soumendra

A2 - Schick, Anton

A2 - SenGupta, Ashis

A2 - Sriram, T. N.

PB - Springer

CY - Switzerland

ER -