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Estimates of the Regression Coefficient Based on Kendall's Tau
Article
Article
Estimates of the Regression Coefficient Based on Kendall's Tau
Pranab Kumar Sen · Journal of the American Statistical Association · 1968
Abstract The least squares estimator of a regression coefficient β is vulnerable to gross errors and the associated confidence interval is, in addition, sensitive to non-normality of the parent distribution. In this pap...
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Fractional Brownian Motions, Fractional Noises and Applications
Article
Article
Fractional Brownian Motions, Fractional Noises and Applications
Benoît B. Mandelbrot; John W. Van Ness · SIAM Review · 1968
Previous article Next article Fractional Brownian Motions, Fractional Noises and ApplicationsBenoit B. Mandelbrot and John W. Van NessBenoit B. Mandelbrot and John W. Van Nesshttps://doi.org/10.1137/1010093PDFBibTexSecti...
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