Zhou, Weihua; Wang, Jin - In: Statistics & Probability Letters 81 (2011) 6, pp. 704-713
Zhou (2010) introduced a multivariate Wilcoxon regression estimate which possesses some nice properties: computational ease, asymptotic normality and high efficiency. However, it is sensitive to the leverage points. To circumvent this problem, we propose a weighted multivariate Wilcoxon...