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2014 | OriginalPaper | Chapter

17. On the Computation of R-Estimators

Authors : Kanchan Mukherjee, Yuankun Wang

Published in: Contemporary Developments in Statistical Theory

Publisher: Springer International Publishing

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Abstract

In this chapter, 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.

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previous chapter Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods

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Title: On the Computation of R-Estimators
Authors: Kanchan Mukherjee
Yuankun Wang
Publisher: Springer International Publishing
Book: Contemporary Developments in Statistical Theory
Print ISBN: 978-3-319-02650-3

Electronic ISBN: 978-3-319-02651-0

Copyright Year: 2014
DOI: https://doi.org/10.1007/978-3-319-02651-0_17

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