Další formáty:
BibTeX
LaTeX
RIS
@article{1333863, author = {Jurečková, Jana and Koul, Hira L. and Navrátil, Radim and Picek, Jan}, article_number = {2}, doi = {http://dx.doi.org/10.3150/14-BEJ687}, keywords = {contiguity; linear rank statistic; linear regression model; local asymptotic bias; measurement error; R-estimate}, language = {eng}, issn = {1350-7265}, journal = {Bernoulli}, title = {Behavior of R-estimators under measurement errors}, volume = {22}, year = {2016} }
TY - JOUR ID - 1333863 AU - Jurečková, Jana - Koul, Hira L. - Navrátil, Radim - Picek, Jan PY - 2016 TI - Behavior of R-estimators under measurement errors JF - Bernoulli VL - 22 IS - 2 SP - 1093-1112 EP - 1093-1112 SN - 13507265 KW - contiguity KW - linear rank statistic KW - linear regression model KW - local asymptotic bias KW - measurement error KW - R-estimate N2 - As was shown recently, the measurement errors in regressors affect only the power of the rank test, but not its critical region. Noting that, we study the effect of measurement errors on R-estimators in linear model. It is demonstrated that while an R-estimator admits a local asymptotic bias, its bias surprisingly depends only on the precision of measurements and does neither depend on the chosen rank test score-generating function nor on the regression model error distribution. The R-estimators are numerically illustrated and compared with the LSE and L1 estimators in this situation. ER -
JUREČKOVÁ, Jana, Hira L. KOUL, Radim NAVRÁTIL a Jan PICEK. Behavior of R-estimators under measurement errors. \textit{Bernoulli}. 2016, roč.~22, č.~2, s.~1093-1112. ISSN~1350-7265. Dostupné z: https://dx.doi.org/10.3150/14-BEJ687.
|