Nonparametric Estimate of Regression Coefficients

作者: Jana Jureckova

DOI: 10.1214/AOMS/1177693245

关键词: Asymptotic distributionRegression analysisPolynomial regressionNonparametric regressionStatisticsLinear regressionSemiparametric regressionLogistic regressionMathematicsNonparametric statistics

摘要: 1. Summary and introduction. The present investigation is a follow up of [7] to class multiple regression problems, devoted the construction an estimate parameter vector based on suitable rank statistics. Asymptotic linearity these statistics in set established asymptotic multi-normality derived estimates deduced. There exists choice score-generating function every basic distribution so that same as maximallikelihood estimates.

参考文章(5)
Hira Lal Koul, Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression Annals of Mathematical Statistics. ,vol. 40, pp. 1950- 1979 ,(1969) , 10.1214/AOMS/1177697278
J. N. Adichie, ESTIMATES OF REGRESSION PARAMETERS BASED ON RANK TESTS Annals of Mathematical Statistics. ,vol. 38, pp. 894- 904 ,(1967) , 10.1214/AOMS/1177698883
Jaroslav Hájek, Pranab Kumar Sen, Zbyněk Šidák, Theory of rank tests ,(1967)
Jana Jureckova, Asymptotic Linearity of a Rank Statistic in Regression Parameter Annals of Mathematical Statistics. ,vol. 40, pp. 1889- 1900 ,(1969) , 10.1214/AOMS/1177697273