Chatterjee, Samprit; Olkin, Ingram - In: Statistics & Probability Letters 76 (2006) 11, pp. 1156-1163
The method of least squares provides the most widely used algorithm for fitting a linear model. A variety of nonparametric procedures have been developed that are designed to be robust against model violations and resistant against aberrant points. One such method introduced by Theil [1950. A...