Estimates of Location Based on Rank Tests
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(only showing first 100 items - show all)- Estimation in proportional hazard and log-linear models
- Minimum distance estimation in linear regression with unknown error distributions
- A moment estimate for rank statistics
- On robust estimation of location for arbitrarily right-censored data
- Two-sample inference based on one-sample Wilcoxon signed rank statistics
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- The extended two-sample problem: nonparametric case
- Influence curves of general statistics
- Second order asymptotic relations of M-estimators and R-estimators in two-sample location model
- Nonparametric repeated significance tests for one-way ANOVA with adaptation to multiple comparisons
- Statistical inference based on aligned ranks for two-way MANOVA with interaction
- Non-parametric inference for ordered alternatives in a randomized block design
- On some robust properties of estimates of regression based on rank tests
- On some sequential simultaneous confidence intervals procedures
- The asymptotic representation of the Hodges-Lehmann estimator based on Wilcoxon two-sample statistic
- Asymptotic normality of H-L estimators based on dependent data
- Ein allgemeines Konstruktionsverfahren für Konfidenzbereiche
- Hodges-Lehmann estimate of the location parameter in censored samples
- R-estimators and confidence regions in one-way MANOVA
- Estimation in two sample type II censoring models
- Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures
- On the dispersion of multivariate median
- Pairwise difference estimators of censored and truncated regression models
- A method for estimating parameters and quantiles of distributions of continuous random variables
- Semiparametric inference in a partial linear model
- Optimal algorithms for generalized searching in sorted matrices
- Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules
- Breakdown point of Schuster-Narvarte's location estimator
- A goodness-of-fit test with nuisance parameters: Numerical performance
- Optimal multilevel matching using network flows: an application to a summer reading intervention
- Perpetual learning and apparent long memory
- Testing for central symmetry and inference of the unknown center
- On moment-type estimators for a class of log-symmetric distributions
- Rank tests in unmatched clustered randomized trials applied to a study of teacher training
- On Fréchet's upper bounds on the sampling variability of the median
- R-estimators and confidence regions for treatment effects in multi- response experiments
- Asymptotic equivalence of statistical inference based on aligned ranks and on within-block ranks
- Rank order statistics for time series models
- Efficient calculation of the permutation distribution of robust two- sample statistics
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- A test for multivariate location parameter in elliptical model based on forward search method
- Robust estimation of a location parameter with the integrated Hogg function
- The difference of symmetric quantiles under long range dependence
- Control charts for monitoring the median in non-negative asymmetric data
- Weighted empirical minimum distance estimators in linear errors-in-variables regression models
- Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach
- A robust bootstrap change point test for high-dimensional location parameter
- Mean estimation of a sensitive variable under nonresponse using three-stage RRT model in stratified two-phase sampling
- Detecting heterogeneous treatment effects with instrumental variables and application to the Oregon Health Insurance Experiment
- On robust cross-validation for nonparametric smoothing
- Distributed statistical estimation and rates of convergence in normal approximation
- Imprecise Dirichlet process with application to the hypothesis test on the probability that \(X \leq Y\)
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
- Robust comparison of regression curves
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
- Mean empirical likelihood
- An exact adaptive test with superior design sensitivity in an observational study of treatments for ovarian cancer
- Aggregative quantification for regression
- Estimation uncertainty in structural inflation models with real wage rigidities
- Matching for balance, pairing for heterogeneity in an observational study of the effectiveness of for-profit and not-for-profit high schools in Chile
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
- A spatial rank test and corresponding estimators for several samples
- A review of robust regression and diagnostic procedures in linear regression
- Two-stage local Walsh average estimation of generalized varying coefficient models
- On nonparametric simultaneous confidence regions and tests for the one criterion analysis of variance problem
- Robust estimates of linear trend in multivariate time series
- On the estimation of location parameters in the multivariate one sample and two sample problems
- On the estimation of the asymptotic variance of the rank estimators for the location parameter from a sample of random size
- Aligned rank tests in measurement error model.
- Behavior of R-estimators under measurement errors
- Simple robust parameter estimation for the Birnbaum-Saunders distribution
- Cramér-von Mises regression
- Full matching approach to instrumental variables estimation with application to the effect of malaria on stunting
- A robust scale estimator based on pairwise means
- Symmetry-based inference in an instrumental variable setting
- On the continuity of invariant statistics
- Symmetric maximum kernel likelihood estimation
- Exact permutation inference for two sample repeated measures data
- How strong is strong enough? Strengthening instruments through matching and weak instrument tests
- Adaptive R-Estimation in Autoregressions
- A shift parameter estimation based on smoothed Kolmogorov-Smirnov
- On a class of nonparametric tests for the treatment vs control problem
- Testing and interval estimation for two-sample survival comparisons with small sample sizes and unequal censoring
- Estimators of location based on Kolmogorov-Smirnov-type statistics
- Weighted least-squares rank estimates
- Algorithm 616: fast computation of the Hodges-Lehmann location estimator
- Weighted selectin for the multiset x∓xwith application to r–estimates and associated confidence limits
- Rank-based analysis of repeated measures block designs
- Robust R-Estimation of a Consensus Value from Multi-Center Studies
- Nonparametrics: Retrospectives and perspectives*
- Breakdown bounds and expected test resistance
- Robust location estimation under dependence
- Combining one-sample confidence procedures for inference in the two-sample case
- R-estimators and confidence regions for main effects in a two–factor manova
- Nonparametric changepoint procedures for repeated measures data
- Sequential Confidence Intervals Based on Generalized Hodges–Lehmann Location Estimators and Related Statistics
- Robust testing for random effects in unbalanced heteroscedastic one-way models
- Resampling methods for the nonparametric and generalized Behrens-Fisher problems
- On estimation of Student distribution center with a small number of degrees of freedom
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