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On the computation of R-estimators

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Published
Publication date2014
Host publicationContemporary developments in statistical theory : a festschrift for Hira Lal Koul
EditorsSoumendra Lahiri, Anton Schick, Ashis SenGupta, T. N. Sriram
Place of PublicationSwitzerland
PublisherSpringer
Pages279-288
Number of pages10
ISBN (Electronic)9783319026510
ISBN (Print)9783319026503
<mark>Original language</mark>English

Publication series

NameSpringer Proceedings in Mathematics & Statistics
PublisherSpringer
Volume68
ISSN (Print)2194-1009

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.