Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors
DOI10.1080/02331888.2012.688206zbMATH Open1440.62271OpenAlexW2039777691MaRDI QIDQ2863098FDOQ2863098
Authors: K. Kuljus, Silvelyn Zwanzig 
Publication date: 21 November 2013
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2012.688206
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asymptotic normalityconsistencyrank regressionlinear rank statisticsunbounded score functionsbounded score functionssymmetric heteroscedastic errors
Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30)
Cites Work
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- Robust Statistics
- Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
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- Nonparametric Estimate of Regression Coefficients
- Weighted empirical processes in dynamic nonlinear models.
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Asymptotic Linearity of a Rank Statistic in Regression Parameter
- Title not available (Why is that?)
- Estimates of Regression Parameters Based on Rank Tests
Cited In (9)
- Asymptotics of the signed-rank estimator under dependent observations
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
- On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors
- Rothman-Woodroofe symmetry test statistic revisited
- Rank-based inference for linear models: Asymmetric errors
- Asymptotic linearity of a linear rank statistic in the case of symmetric nonidentically distributed variables
- Rank regression under possible model misspecification
- Asymptotic normality ofr-estimates in the linear model
- On a consistent rank estimate in a linear structural model
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