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January, 1978 Nonparametric Estimation of Location Parameter After a Preliminary Test on Regression
A. K. Md. Ehsanes Saleh, Pranab Kumar Sen
Ann. Statist. 6(1): 154-168 (January, 1978). DOI: 10.1214/aos/1176344074


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.


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A. K. Md. Ehsanes Saleh. Pranab Kumar Sen. "Nonparametric Estimation of Location Parameter After a Preliminary Test on Regression." Ann. Statist. 6 (1) 154 - 168, January, 1978.


Published: January, 1978
First available in Project Euclid: 12 April 2007

zbMATH: 0386.62036
MathSciNet: MR468019
Digital Object Identifier: 10.1214/aos/1176344074

Primary: 62F20
Secondary: 62G99

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

Rights: Copyright © 1978 Institute of Mathematical Statistics


Vol.6 • No. 1 • January, 1978
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