## The Annals of Statistics

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

### Nonparametric Estimation of Location Parameter After a Preliminary Test on Regression

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

#### 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**

https://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. https://projecteuclid.org/euclid.aos/1176344074