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Nonparametric Estimation of Regression Parameters in Measurement Error Models

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    SYSNO ASEP0348875
    Document TypeJ - Journal Article
    R&D Document TypeJournal Article
    Subsidiary JČlánek ve SCOPUS
    TitleNonparametric Estimation of Regression Parameters in Measurement Error Models
    Author(s) Ehsanes Saleh, A.K.M.D. (CA)
    Picek, J. (CZ)
    Kalina, Jan (UIVT-O) RID, SAI, ORCID
    Source TitleMetron. - : Springer - ISSN 0026-1424
    Roč. 67, č. 2 (2009), s. 177-200
    Number of pages24 s.
    Languageeng - English
    CountryIT - Italy
    Keywordsasymptotic relative efficiency(ARE) ; asymptotic theory ; emaculate mode ; Me model ; R-estimation ; Reliabilty ratio(RR)
    Subject RIVBB - Applied Statistics, Operational Research
    CEZAV0Z10300504 - UIVT-O (2005-2011)
    EID SCOPUS77951170971
    AnnotationThis 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.
    WorkplaceInstitute of Computer Science
    ContactTereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
    Year of Publishing2011
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