NAVRÁTIL, Radim. Rank tests in regression model based on minimum distance estimates. Kybernetika : The Journal of the Czech Society for Cybernetics and Informatics. Praha: AV ČR, Institute of Information Theory and Automation of the Academy, 2015, roč. 51, č. 6, s. 909-922. ISSN 0023-5954. Dostupné z: https://dx.doi.org/10.14736/kyb-2015-6-0909. |
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@article{1323767, author = {Navrátil, Radim}, article_location = {Praha}, article_number = {6}, doi = {http://dx.doi.org/10.14736/kyb-2015-6-0909}, keywords = {measurement errors; minimum distance estimates; rank tests}, language = {eng}, issn = {0023-5954}, journal = {Kybernetika : The Journal of the Czech Society for Cybernetics and Informatics}, title = {Rank tests in regression model based on minimum distance estimates}, volume = {51}, year = {2015} }
TY - JOUR ID - 1323767 AU - Navrátil, Radim PY - 2015 TI - Rank tests in regression model based on minimum distance estimates JF - Kybernetika : The Journal of the Czech Society for Cybernetics and Informatics VL - 51 IS - 6 SP - 909-922 EP - 909-922 PB - AV ČR, Institute of Information Theory and Automation of the Academy SN - 00235954 KW - measurement errors KW - minimum distance estimates KW - rank tests N2 - In this paper a new rank test in a linear regression model is introduced. The test statistic is based on a certain minimum distance estimator, however, unlike classical rank tests in regression it is not a simple linear rank statistic. Its exact distribution under the null hypothesis is derived, and further, the asymptotic distribution both under the null hypothesis and the local alternative is investigated. It is shown that the proposed test is applicable in measurement error models. Finally, a simulation study is conducted to show a good performance of the test. It has, in some situations, a greater power than the widely used Wilcoxon rank test. ER -
NAVRÁTIL, Radim. Rank tests in regression model based on minimum distance estimates. \textit{Kybernetika : The Journal of the Czech Society for Cybernetics and Informatics}. Praha: AV ČR, Institute of Information Theory and Automation of the Academy, 2015, roč.~51, č.~6, s.~909-922. ISSN~0023-5954. Dostupné z: https://dx.doi.org/10.14736/kyb-2015-6-0909.
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