Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors (Q2863098)
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scientific article; zbMATH DE number 6231541
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| English | Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors |
scientific article; zbMATH DE number 6231541 |
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Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors (English)
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21 November 2013
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rank regression
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symmetric heteroscedastic errors
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linear rank statistics
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consistency
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asymptotic normality
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bounded score functions
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unbounded score functions
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0.8177139759063721
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0.8098903894424438
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0.7997082471847534
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0.7990410327911377
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