Estimation of the slope in a linear functional relationship

DOI10.1007/BF00340010MaRDI QIDQ1112499zbMATH OpenOpenAlexFDO

Authors Philip Milasevic

Publication date 1989

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00340010

zbMATH Keywords

asymptotic behaviourasymptotic linearityrate of convergenceregression lineslopevariance estimationzero-crossing of a stochastic process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05)

Review text

Two nonparametric estimators of the slope of a regression line with error on both variables are considered, each of them being defined as the zero- crossing of a stochastic process whose sample paths are monotone. Their asymptotic behaviour is derived from the local asymptotic behaviour of the underlying processes. One of the estimators is a nonparametric version of \textit{A. Wald}'s estimator [Ann. Math. Stat. 11, 284-300 (1940; Zbl 0023.34402)].

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Cites work

• An Analogue, for Signed Rank Statistics, of Jureckova's Asymptotic Linearity Theorem for Rank Statistics
• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
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Cited in

(8)

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• A comparative study for two newly developed estimators for the slope in the functional EIV linear model
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• Estimation of the regression slope by means of Gini's cograduation index
• On ecological aspects of dynamics for zero slope regression for water pollution in Chile
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