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Nonparametric Estimation of Regression Parameters in Measurement Error Models
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SYSNO ASEP 0348875 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve SCOPUS Title Nonparametric 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, ORCIDSource Title Metron. - : Springer - ISSN 0026-1424
Roč. 67, č. 2 (2009), s. 177-200Number of pages 24 s. Language eng - English Country IT - Italy Keywords asymptotic relative efficiency(ARE) ; asymptotic theory ; emaculate mode ; Me model ; R-estimation ; Reliabilty ratio(RR) Subject RIV BB - Applied Statistics, Operational Research CEZ AV0Z10300504 - UIVT-O (2005-2011) EID SCOPUS 77951170971 Annotation 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. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2011
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