Standard errors and covariance matrices for smoothed rank estimators

DOI10.1093/biomet/92.1.149zbMath1068.62037OpenAlexW2129315436MaRDI QIDQ5314844

Bruce M. Brown, You-Gan Wang

Publication date: 5 September 2005

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/92.1.149

zbMATH Keywords

Kernel estimatorWilcoxon estimatorEstimating functionStandard errorLinearisationCovariance estimatorInduced smoothingOne step estimationRank estimationSandwich formulaSecond-order convergence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

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