Abstract
A nonparametric estimate is presented for the slope of a regression line subject to the truncation . This model is relevant to a cosmological controversy which concerns Hubble's Law in Astronomy. The estimate corresponds to the zero-crossing of a random function , which for each is a Mann-Whitney type of statistic designed to measure heterogeneity among the calculated residuals . The asymptotic distribution of is derived making extensive use of -statistics to show that is asymptotically normal and then showing that behaves like plus a deterministic term which is locally linear. Results on asymptotic efficiency are compared with finite sample size results by simulation.
Citation
P. K. Bhattacharya. Herman Chernoff. S. S. Yang. "Nonparametric Estimation of the Slope of a Truncated Regression." Ann. Statist. 11 (2) 505 - 514, June, 1983. https://doi.org/10.1214/aos/1176346157
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