Nonparametric Estimation of Regression Parameters in Measurement Error Models

0348875 - ÚI 2011 RIV IT eng J - Článek v odborném periodiku
Ehsanes Saleh, A.K.M.D. - Picek, J. - Kalina, Jan
Nonparametric Estimation of Regression Parameters in Measurement Error Models.
Metron. Roč. 67, č. 2 (2009), s. 177-200. ISSN 0026-1424
Grant ostatní: GA AV ČR(CZ) IAA101120801; GA MŠk(CZ) LC06024
Výzkumný záměr: CEZ:AV0Z10300504
Klíčová slova: asymptotic relative efficiency(ARE) * asymptotic theory * emaculate mode * Me model * R-estimation * Reliabilty ratio(RR)
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum

This paper develops the theory of rank estimation for the regression parameters in measurement error models. Using the standard linear rank statistics, R-estimators are defined and their asymptotic properties are studied as robust alternatives to least squares estimators. This paper fills the gap of rank theory in the estimation of parameters of measurement error models. Some simulation results are presented to show the effectiveness of the R-estimators.
Trvalý link: http://hdl.handle.net/11104/0189281