Regression rank scores estimation in ANOCOVA

Pranab Kumar Sen

doi:10.1214/aos/1032298286

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Home > Journals > Ann. Statist. > Volume 24 > Issue 4 > Article

August 1996 Regression rank scores estimation in ANOCOVA

Pranab Kumar Sen

Ann. Statist. 24(4): 1586-1601 (August 1996). DOI: 10.1214/aos/1032298286

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Abstract

In semiparametric ANOCOVA (mixed-effects) models, the role of regression rank scores in robust estimation of fixed-effects parameters as well as covariate regression functionals is critically appraised, and the relevant asymptotic theory is presented.

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Pranab Kumar Sen. "Regression rank scores estimation in ANOCOVA." Ann. Statist. 24 (4) 1586 - 1601, August 1996. https://doi.org/10.1214/aos/1032298286

Information

Published: August 1996

First available in Project Euclid: 17 September 2002

zbMATH: 0898.62087

MathSciNet: MR1416651

Digital Object Identifier: 10.1214/aos/1032298286

Subjects:

Primary: 62G05 , 62J05

Keywords: $R$-estimators , Asymptotic efficiency and representation , covariate regression functional , Heteroscedasticity , regression quantiles , semiparametric models , stochastic predictors , weak invariance principles