In this paper we study two methods for finding confidence limits for the simple median. One method is the new parametric procedure based on the sign test, and the other is derived in the paper. The two methods are compared asymptotically and also for small samples

We define a class of models that are generalizations of regression models and moving average-autoregressive time series models. Then we investigate the asymptotic and computational properties of the maximum likelihood estimator, with numerical examples. The main conclusion is that care must be...

We give some Monte Carlo results on the performance of two robust alternatives to least squares regression estimation - least absolute residuals and the one-step "sine" estimator. We show how to scale the residuals for the sine estimator to achieve constant efficiency at the Gaussian across...