On the robust rank analysis of linear models with nonsymmetric error distributions (Q1069601)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the robust rank analysis of linear models with nonsymmetric error distributions |
scientific article; zbMATH DE number 3936224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the robust rank analysis of linear models with nonsymmetric error distributions |
scientific article; zbMATH DE number 3936224 |
Statements
On the robust rank analysis of linear models with nonsymmetric error distributions (English)
0 references
1986
0 references
The robust analysis of linear models based on R-estimates involves an estimate of a scale parameter which is used in the analysis as a standardizing constant. The consistency of previous estimates of this scale parameter required that the underlying errors be symmetrically distributed. This assumption is not always warranted, for instance in survival models. A new estimate is proposed for the scale parameter and it is shown to be consistent for nonsymmetric and symmetric error distributions. With this new scale estimate, a complete robust analysis of a linear model can be accomplished without assuming symmetry. The small sample properties of the analysis are examined in a Monte Carlo study of several different situations.
0 references
robust rank analysis
0 references
general linear hypothesis
0 references
R-estimates
0 references
consistency
0 references
nonsymmetric and symmetric error distributions
0 references
scale estimate
0 references
linear model
0 references
small sample properties
0 references
0 references
