The Annals of Statistics

Nonparametric Estimation of Location Parameter After a Preliminary Test on Regression

A. K. Md. Ehsanes Saleh and Pranab Kumar Sen

Full-text: Open access

Abstract

For a simple regression model, the problem of estimating the intercept after a preliminary test on the regression coefficient is considered here. Some nonparametric procedures for this problem are formulated and their various asymptotic properties studied. Comparison with the conventional estimation procedures (for both the situations where the regression coefficient is treated as a nuisance parameter or not) has also been made.

Article information

Source
Ann. Statist. Volume 6, Number 1 (1978), 154-168.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aos/1176344074

Digital Object Identifier
doi:10.1214/aos/1176344074

Mathematical Reviews number (MathSciNet)
MR468019

Zentralblatt MATH identifier
0386.62036

JSTOR
links.jstor.org

Subjects
Primary: 62F20
Secondary: 62G99: None of the above, but in this section

Keywords
Asymptotic bias asymptotic mean square asymptotic normality linearity of rank statistics nonparametric estimation of location preliminary tests relative asymptotic bias robustness tests for regression

Citation

Saleh, A. K. Md. Ehsanes; Sen, Pranab Kumar. Nonparametric Estimation of Location Parameter After a Preliminary Test on Regression. Ann. Statist. 6 (1978), no. 1, 154--168. doi:10.1214/aos/1176344074. http://projecteuclid.org/euclid.aos/1176344074.


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