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