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March, 1981 Efficient Nonparametric Estimators of Parameters in the General Linear Hypothesis
Louise Dionne
Ann. Statist. 9(2): 457-460 (March, 1981). DOI: 10.1214/aos/1176345414

Abstract

Asymptotically universally efficient estimators of the parameters in the general linear hypothesis are proposed. These estimators are based on ranks of residuals (or their absolute values); they are analogous to the linearized rank estimators proposed by Kraft and van Eeden in the sense that they are obtained by replacing, in these estimators, the function generating the scores by certain estimators of this function. Finally, it is shown that estimators of the score function, satisfying the conditions used, exist.

Citation

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Louise Dionne. "Efficient Nonparametric Estimators of Parameters in the General Linear Hypothesis." Ann. Statist. 9 (2) 457 - 460, March, 1981. https://doi.org/10.1214/aos/1176345414

Information

Published: March, 1981
First available in Project Euclid: 12 April 2007

zbMATH: 0478.62025
MathSciNet: MR606633
Digital Object Identifier: 10.1214/aos/1176345414

Subjects:
Primary: 62G05
Secondary: 62G20

Keywords: Asymptotic efficiency , Jureckova's Theorem , linearized estimators

Rights: Copyright © 1981 Institute of Mathematical Statistics

Vol.9 • No. 2 • March, 1981
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