A robust estimation based on a rank test.
R-Estimate
See also
L-Estimate, M-Estimate, Rank Test, Robust EstimationExplore with Wolfram|Alpha
References
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Robust Estimation." §15.7 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 694-700, 1992.Referenced on Wolfram|Alpha
R-EstimateCite this as:
Weisstein, Eric W. "R-Estimate." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/R-Estimate.html