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Nonparametric Estimation of Regression Parameters in Measurement Error Models
- 1.0348875 - ÚI 2011 RIV IT eng J - Journal Article
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 - others:GA AV ČR(CZ) IAA101120801; GA MŠk(CZ) LC06024
Institutional research plan: CEZ:AV0Z10300504
Keywords : asymptotic relative efficiency(ARE) * asymptotic theory * emaculate mode * Me model * R-estimation * Reliabilty ratio(RR)
Subject RIV: BB - Applied Statistics, Operational Research
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.
Permanent Link: http://hdl.handle.net/11104/0189281
Number of the records: 1