On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors
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Publication:5276177
DOI10.1080/02331888.2016.1261912zbMath1369.62110MaRDI QIDQ5276177
Ryozo Miura, Dalibor Volný, Sana Louhichi
Publication date: 14 July 2017
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2016.1261912
asymptotic normality; mixing; linear models; association; robust estimators; weighted empirical processes; rank statistics; R-estimators; dependent errors
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62G35: Nonparametric robustness
60F17: Functional limit theorems; invariance principles
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