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

DOI10.1080/02331888.2012.688206zbMath1440.62271OpenAlexW2039777691MaRDI QIDQ2863098

Kristi Kuljus, Silvelyn Zwanzig

Publication date: 21 November 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.688206

zbMATH Keywords

consistencyasymptotic normalityrank regressionlinear rank statisticsunbounded score functionsbounded score functionssymmetric heteroscedastic errors

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30)

Related Items

Rothman-Woodroofe symmetry test statistic revisited

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Weighted empirical processes in dynamic nonlinear models.
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Robust Statistics
• Estimates of Regression Parameters Based on Rank Tests
• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Nonparametric Estimate of Regression Coefficients