Estimates of Regression Coefficients Based on Lift Rank Covariance Matrix

Research output: Contribution to journalArticleScientificpeer-review

15 Citations (Scopus)
Original languageEnglish
Pages (from-to)90-98
JournalJournal of the American Statistical Association
Volume98
Issue number461
Publication statusPublished - 2003
MoE publication typeA1 Journal article-refereed

Keywords

  • Affine equivariance
  • Efficiency
  • Elemental estimate
  • Multivariate rank
  • Multivariate regression
  • Variance estimation

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