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R-Estimate


A robust estimation based on a rank test.


See also

L-Estimate, M-Estimate, Rank Test, Robust Estimation

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References

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Robust Estimation." §15.7 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 694-700, 1992.

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R-Estimate

Cite this as:

Weisstein, Eric W. "R-Estimate." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/R-Estimate.html

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