Asymptotic normality ofr-estimates in the linear model

DOI10.1080/02331888808802084zbMath0658.62040MaRDI QIDQ3806573

Siegfried Heiler, Reinhart Willers

Publication date: 1988

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888808802084

zbMATH Keywords

asymptotic normality; linear models; convex analysis; rank statistics; score functions; R-estimators

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS, The median estimate of the autoregressive location parameter, Preface, GR-estimates for an autoregressive time series., Rank-based inference for linear models: Asymmetric errors, Aligned rank transform tests in linear models, Robust measures of association in the correlation model, Optimal, robust \(R\)-estimators and test statistics in the linear model, A matrix-valued counting process with first-order interactive intensities, General \(M\)-estimation, Adaptive choice of trimming proportion in trimmed least-squares estimation., Rank regression with estimated scores, Optimal tests for autoregressive models based on autoregression rank scores, R-estimation in autoregression with square-integrable score function, A new class of score generating functions for regression models, Bahadur representation of \(M_m\) estimates, On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series., Robust analysis of two-way models with repeated measures on both factors, MANOVA type tests under a convex discrepancy function for the standard multivariate linear model, Asymptotics of M-estimators in two-phase linear regression models., Asymptotic linearity of serial and nonserial multivariate signed rank statistics, Highly efficient weighted for autoregression wilcoxon estimes for autoregression, An efficient and high breakdown procedure for model criticism, Nonparametrics: Retrospectives and perspectives^*, Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter, Sur la linéarité asymptotique du premier ordre de statistiques de rang signé, Influence functions for rank-based procedures in the linear model

Cites Work

• Unnamed Item
• Asymptotic relations of M-estimates and R-estimates in linear regression model
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Statistische Methoden der Modellbildung, II
• Trimmed Least Squares Estimation in the Linear Model
• One-Step Huber Estimates in the Linear Model
• Asymptotic Theory of Least Absolute Error Regression
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Estimates of Regression Parameters Based on Rank Tests
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Convex Analysis
• Nonparametric Estimate of Regression Coefficients
• [https://portal.mardi4nfdi.de/wiki/Publication:5639200 Lin�arit� asymptotique d'une statistique de rang]