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math.ST2015
Affine equivariant rank-weighted L-estimation of multivariate location
Pranab Kumar Sen, Jana Jureckova, Jan Picek
In the multivariate one-sample location model, we propose a class of flexible robust, affine-equivariant L-estimators of location, for distributions invoking affine-invariance of M…
math.ST2015★ 1 cited
Rank tests for corrupted linear models
Pranab K. Sen, Jana Jureckova, Jan Picek
For some variants of regression models, including partial, measurement error or error-in-variables, latent effects, semi-parametric and otherwise corrupted linear models, the class…