R-estimation of the parameters of a multiple regression model with measurement errors

DOI10.1007/s00184-010-0328-2zbMath1239.62081OpenAlexW2084761610MaRDI QIDQ427478

A. K. Md. Ehsanes Saleh, Jan Picek, Jan Kalina

Publication date: 13 June 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-010-0328-2

zbMATH Keywords

asymptotic relative efficiency

Mathematics Subject Classification ID

Related Items (5)

Aligned rank tests in measurement error model. ⋮ Behavior of R-estimators under measurement errors ⋮ A class of optimization problems motivated by rank estimators in robust regression ⋮ On shrinkage estimators in matrix variate elliptical models ⋮ Unnamed Item

Cites Work

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• Regression rank scores and regression quantiles
• Consistent estimation of a regression with errors in the variables
• Nonparametric estimation of location parameter after a preliminary test on regression
• Rank tests and regression rank score tests in measurement error models
• Tests of linear hypotheses based on regression rank scores
• Robust estimation in the errors-in-variables model
• Estimates of Regression Parameters Based on Rank Tests
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Estimates of Location Based on Rank Tests
• Robust Statistics

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