On the Iteratively Reweighted Rank Regression Estimator

References

• Chang , W. H. , McKean , J. W. , Naranjo , J. D. , Sheather , S. J. ( 1999 ). High-breakdown rank regression . Journal of the American Statistical Association 94 ( 445 ): 205 – 219 .
   Web of Science ®Google Scholar
• Cheng , K. S. , Hettmansperger , T. P. ( 1983 ). Weighted least-squares rank estimates . Communications in Statistics A—Theory and Methods 12 ( 9 ): 1069 – 1086 .
   Web of Science ®Google Scholar
• Cuevas , A. , Romo , J. ( 1995 ). On the estimation of the influence curve . Canadian Journal of Statistics 23 ( 1 ): 1 – 9 .
   Web of Science ®Google Scholar
• Dollinger , M. B. , Staudte , R. G. ( 1991 ). Influence functions of iteratively reweighted least squares estimators . Journal of the American Statistical Association 86 ( 415 ): 709 – 716 .
   Web of Science ®Google Scholar
• Hampel , F. R. ( 1974 ). The influence curve and its role in robust estimation . Journal of the American Statistical Association 69 : 383 – 393 .
   Web of Science ®Google Scholar
• Hampel , F. R. , Ronchetti , E. M. , Rousseeuw , P. J. , Stahel , W. A. ( 1986 ). Robust Statistics . Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics . New York : John Wiley & Sons Inc .
   Google Scholar
• Hettmansperger , T. P. , McKean , J. W. ( 1977 ). A robust alternative based on ranks to least squares in analyzing linear models . Technometrics 19 ( 3 ): 275 – 284 .
   Web of Science ®Google Scholar
• Hettmansperger , T. P. , McKean , J. W. ( 1998 ). Robust Nonparametric Statistical Methods . Vol. 5 of Kendall's Library of Statistics. London : Edward Arnold .
   Google Scholar
• Huber , P. J. ( 1981 ). Robust Statistics . Wiley Series in Probability and Mathematical Statistics. New York : John Wiley & Sons Inc .
   Google Scholar
• Jaeckel , L. A. ( 1972 ). Estimating regression coefficients by minimizing the dispersion of the residuals . Annals of Mathematics and Statistics 43 : 1449 – 1458 .
   Google Scholar
• Koenker , R. , Bassett , Jr., G. ( 1978 ). Regression quantiles . Econometrica 46 ( 1 ): 33 – 50 .
   Web of Science ®Google Scholar
• Koul , H. L. , Sievers , G. L. , McKean , J. ( 1987 ). An estimator of the scale parameter for the rank analysis of linear models under general score functions . Scandinavian Journal of Statistics 14 ( 2 ): 131 – 141 .
   Web of Science ®Google Scholar
• McKean , J. W. , Hettmansperger , T. P. (1978). A robust analysis of the general linear model based on one step R-estimates. Biometrika 65(3):571–579.
   Web of Science ®Google Scholar
• McKean , J. W. , Schrader , R. M. ( 1980 ). The geometry of robust procedures in linear models . Journal of the Royal Statistical Society Series B 42 ( 3 ): 366 – 371 .
   Google Scholar
• Naranjo , J. D. , Hettmansperger , T. P. ( 1994 ). Bounded influence rank regression . Journal of the Royal Statistical Society Series B 56 ( 1 ): 209 – 220 .
   Google Scholar
• Schlossmacher , E. J. ( 1973 ). An iterative technique for absolute deviations curve fitting . Journal of the American Statistical Association 68 ( 344 ): 857 – 859 .
   Web of Science ®Google Scholar
• Sievers , G. L. ( 1983 ). A weighted dispersion function for estimation in linear models . Communications in Statistics A—Theory and Methods 12 ( 10 ): 1161 – 1179 .
   Web of Science ®Google Scholar
• Sievers , G. L. , Abebe , A. ( 2004 ). Rank estimation of regression coefficients using iterated reweighted least squares . Journal of the Statistical Computation and Simulation 74 ( 11 ): 821 – 831 .
   Web of Science ®Google Scholar
• Terpstra , J. , McKean , J. ( 2005 ). Rank-based analyses of linear models using R. Journal of Statistical Software 14 ( 7 ): 1 – 26 .
   Web of Science ®Google Scholar
• Yohai , V. J. ( 1987 ). High breakdown-point and high efficiency robust estimates for regression . Annals of Statistics 15 ( 2 ): 642 – 656 .
   Web of Science ®Google Scholar