Estimation in a linear model based on regression rank scores

DOI10.1080/10485259208832521zbMath1263.62055OpenAlexW2087559452MaRDI QIDQ3432305

Jana Jureckova

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259208832521

zbMATH Keywords

regression quantilesasymptotic linearityRegression rank scoreslinear regression rank scores statistics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (5)

Estimation in autoregressivemodels based on autoregressionrank scores ⋮ Regression rank scores estimation in ANOCOVA ⋮ Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation ⋮ Sequential tests based on rank regression scores ⋮ Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes.

Cites Work

• Regression Quantiles
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Estimates of Regression Parameters Based on Rank Tests
• Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression
• Nonparametric Estimate of Regression Coefficients

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