Počet záznamů: 1

Nonparametric Estimation of Regression Parameters in Measurement Error Models

  1. 1.
    0348875 - UIVT-O 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