On a consistent rank estimate in a linear structural model

DOI10.2478/V10127-012-0019-7MaRDI QIDQ2913233zbMATH OpenOpenAlexFDO

Authors Silvelyn Zwanzig

Publication date 26 September 2012

Published in Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2478/v10127-012-0019-7

zbMATH Keywords

Kendall's tautotal least squaresrank estimatestructural linear modelTheil-Sen estimate

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 3354418 (Why is no real title available?)
• An asymptotic minimax risk bound for estimation of a linear functional relationship
• Analysis of functional relationships: old and new models
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Asymptotic Statistics
• Estimates of the Regression Coefficient Based on Kendall's Tau
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Nonparametric Estimate of Regression Coefficients
• Principal submatrices. VIII: Principal sections of a pair of forms
• The meta-elliptical distributions with given marginals

Cited in

(6)

• Simultaneous inference based on rank statistics in linear models
• High-dimensional consistency of rank estimation criteria in multivariate linear model
• Rank-Based Analysis of the Heteroscedastic Linear Model
• Rank-Based Estimation and Associated Inferences for Linear Models With Cluster Correlated Errors
• Estimation of a linear model under microaggregation by individual ranking
• Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present

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