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Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors - MaRDI portal

Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors (Q2863098)

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scientific article; zbMATH DE number 6231541
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Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors
scientific article; zbMATH DE number 6231541

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    Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors (English)
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    21 November 2013
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    rank regression
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    symmetric heteroscedastic errors
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    linear rank statistics
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    consistency
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    asymptotic normality
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    bounded score functions
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    unbounded score functions
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