On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors

DOI10.1080/02331888.2016.1261912zbMath1369.62110OpenAlexW2560522793MaRDI QIDQ5276177

Ryozo Miura, Dalibor Volný, Sana Louhichi

Publication date: 14 July 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2016.1261912

zbMATH Keywords

asymptotic normalitymixinglinear modelsassociationrobust estimatorsweighted empirical processesrank statisticsR-estimatorsdependent errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Functional limit theorems; invariance principles (60F17)

Related Items (2)

A class of optimization problems motivated by rank estimators in robust regression ⋮ On LSE in regression model for long-range dependent random fields on spheres

Cites Work

• Functional convergence to stable Lévy motions for iterated random Lipschitz mappings
• Boundedness of level lines for two-dimensional random fields
• Linear serial rank tests for randomness against ARMA alternatives
• Positively correlated normal variables are associated
• Behavior of robust estimators in the regression model with dependent errors
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• Aligned rank tests for linear models with autocorrelated error terms
• Central limit theorem for linear processes
• Weak convergence for empirical processes of associated sequences
• \(R\)-estimation of the parameters of autoregressive [AR(\(p\)) models]
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
• Some Concepts of Dependence
• Estimates of Regression Parameters Based on Rank Tests
• Association of Random Variables, with Applications
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
• Estimates of Location Based on Rank Tests
• Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression
• A Note on Order Statistics for Heterogeneous Distributions
• Nonparametric Estimate of Regression Coefficients
• Robust Statistics

This page was built for publication: On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors