One-step R-estimation in linear models with stable errors (Q528136): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
aliases / en / 0aliases / en / 0
 
Rank-based testing in linear models with stable errors
description / endescription / en
scientific article
scientific article; zbMATH DE number 5930609
Property / title
 
Rank-based testing in linear models with stable errors (English)
Property / title: Rank-based testing in linear models with stable errors (English) / rank
 
Normal rank
Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1359.62142 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1080/10485252.2010.525234 / rank
 
Normal rank
Property / published in
 
Property / published in: Journal of Nonparametric Statistics / rank
 
Normal rank
Property / publication date
 
22 July 2011
Timestamp+2011-07-22T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / publication date: 22 July 2011 / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: http://orbi.ulg.ac.be/handle/2268/188657 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62G10 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G52 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 5930609 / rank
 
Normal rank
Property / zbMATH Keywords
 
rank tests
Property / zbMATH Keywords: rank tests / rank
 
Normal rank
Property / zbMATH Keywords
 
asymptotic relative efficiencies
Property / zbMATH Keywords: asymptotic relative efficiencies / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2019448429 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1210.5073 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Student's t-Test Under Symmetry Conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4215588 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter Estimates for Symmetric Stable Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: When is the Student \(t\)-statistic asymptotically standard normal? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5543905 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-parametric efficiency, distribution-freeness and invariance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear models without moments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic methods in statistical decision theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics in statistics. Some basic concepts. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Statistical Hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical decision theory. Estimation, testing, and selection. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit distributions of self-normalized sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simple consistent estimators of stable distribution parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical calculation of stable densities and distribution functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in Univariate and Multivariate Stable Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3685835 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3717907 / rank
 
Normal rank
Property / cites work
 
Property / cites work: R-estimation for arma models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Theory of Least Absolute Error Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3100224 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The method of simulated quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(L_1\)-estimation in linear models with heterogeneous white noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape / rank
 
Normal rank
Property / cites work
 
Property / cites work: One-step R-estimation in linear models with stable errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates of Location Based on Rank Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Linearity of a Rank Statistic in Regression Parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Estimate of Regression Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4879539 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping sample quantiles in non-regular cases / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3413299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted empirical processes in dynamic nonlinear models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(R\)-estimation of the parameters of autoregressive [AR(\(p\))] models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics in statistics: some basic concepts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Confidence Intervals for a Shift Parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simplex Method for Function Minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5445976 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Distribution-free Method of Estimating Asymptotic Efficiency of a Class of Non-parametric Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4845579 / rank
 
Normal rank

Latest revision as of 18:53, 13 July 2024

scientific article; zbMATH DE number 5930609
  • Rank-based testing in linear models with stable errors
Language Label Description Also known as
English
One-step R-estimation in linear models with stable errors
scientific article; zbMATH DE number 5930609
  • Rank-based testing in linear models with stable errors

Statements

One-step R-estimation in linear models with stable errors (English)
0 references
Rank-based testing in linear models with stable errors (English)
0 references
0 references
0 references
0 references
0 references
12 May 2017
0 references
22 July 2011
0 references
stable distributions
0 references
local asymptotic normality
0 references
LAD estimation
0 references
R-estimation
0 references
asymptotic relative efficiency
0 references
rank tests
0 references
asymptotic relative efficiencies
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references

Identifiers

0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references