On a consistent rank estimate in a linear structural model

DOI10.2478/v10127-012-0019-7zbMath1313.62099OpenAlexW2084534414MaRDI QIDQ2913233

Silvelyn Zwanzig

Publication date: 26 September 2012

Published in: Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/v10127-012-0019-7

zbMATH Keywords

Kendall's tautotal least squaresrank estimatestructural linear modelTheil-Sen estimate

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Unnamed Item
• Unnamed Item
• The meta-elliptical distributions with given marginals
• An asymptotic minimax risk bound for estimation of a linear functional relationship
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Principal submatrices. VIII: Principal sections of a pair of forms
• Analysis of functional relationships: old and new models
• Asymptotic Statistics
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Estimates of the Regression Coefficient Based on Kendall's Tau
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Nonparametric Estimate of Regression Coefficients

This page was built for publication: On a consistent rank estimate in a linear structural model