Asymptotically efficient adaptive rank estimates in location models
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Publication:1845274
Cited in
(38)- Rank regression with estimated scores
- A review of some adaptive statistical techniques
- An adaptive estimation of MAVE
- A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
- Adaptive estimation in symmetric location model under log-concavity constraint
- A smooth adaptive estimator of the mean of a symmetric or asymmetric distribution
- A nearest neighbour-estimator for the score function
- Optimal detection of Fechner-asymmetry
- Linear bank statistics with estimated scores for testing independence
- Local asymptotic normality for autoregression with infinite order
- Large sample properties of kernel-type score function estimators
- A note on the construction of asymptotically linear estimators
- Stein 1956: Efficient nonparametric testing and estimation
- On adaptive statistical inferences
- Adaptive estimation for varying coefficient models
- Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
- Small-Sample properties of universally efficient nonparametric estimators of shift
- Robust statistics for testing equality of means or variances
- Asymptotic minimax estimation in semiparametric models
- On the power of some adaptive tests in the one-sample problem
- Adaptive estimation of cointegrating regressions with ARMA errors
- On asymptotic efficiency and deficiency of some adaptive tests in the one-sample problem
- A class of optimal tests for symmetry based on local Edgeworth approximations
- Efficient Rank Regression with Wavelet Estimated Scores
- Adaptive R-estimation in a linear regression model with ARMA errors
- A one-sample adaptive distribution-free test with a stable power function
- On sequentially adaptive asymptotically efficient rank statistics
- Efficient estimation in the two-sample semiparametric location-scale models
- Some developments in semiparametric statistics
- Maximum likelihood robust regression by mixture models
- A nonparametric regression estimator that adapts to error distribution of unknown form
- On sequentially adaptive signed-rank statistics
- Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions
- Efficient estimation of Banach parameters in semiparametric models
- Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter
- Adaptive procedures for the Wilcoxon-Mann-Whitney test: seven decades of advances
- Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
- Adaptive selection of the best population
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