Integrated Distance Estimators for Linear Models Applied to Some Published Data Sets

A. S. Paulson and E. H. Nicklin

Journal of the Royal Statistical Society Series C, 1983, vol. 32, issue 1, 32-50

Abstract: This paper introduces a procedure based on integrated distance between densities for the simultaneous estimation of location and scale parameters in linear models. The procedure is functionally dependent on a user‐provided constant. It is a robust procedure for a prescribed value of this constant. The diagnostics for analysis of linear model data based on repeated uses of the procedure are suggested. Several properties of the integrated distance procedure are developed. A number of applications are detailed.

Date: 1983
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