Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors

DOI10.1080/02331888.2012.688206MaRDI QIDQ2863098zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymptotic normalityconsistencyrank regressionlinear rank statisticsunbounded score functionsbounded score functionssymmetric heteroscedastic errors

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30)

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Cites work

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• scientific article; zbMATH DE number 1416649 (Why is no real title available?)
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
• Estimates of Regression Parameters Based on Rank Tests
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Nonparametric Estimate of Regression Coefficients
• Robust Statistics
• Weighted empirical processes in dynamic nonlinear models.

Cited in

(9)

• Asymptotic linearity of a linear rank statistic in the case of symmetric nonidentically distributed variables
• Asymptotics of the signed-rank estimator under dependent observations
• Rank-based inference for linear models: Asymmetric errors
• Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
• Asymptotic normality ofr-estimates in the linear model
• On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors
• On a consistent rank estimate in a linear structural model
• Rank regression under possible model misspecification
• Rothman-Woodroofe symmetry test statistic revisited

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