| Title:
|
Rank tests of symmetry and R-estimation of location parameter under measurement errors (English) |
| Author:
|
Navrátil, Radim |
| Language:
|
English |
| Journal:
|
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica |
| ISSN:
|
0231-9721 |
| Volume:
|
50 |
| Issue:
|
2 |
| Year:
|
2011 |
| Pages:
|
95-102 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
This paper deals with the hypotheses of symmetry of distributions with respect to a location parameter when the response variables are subject to measurement errors. Rank tests of hypotheses about the location parameter and the related R-estimators are studied in an asymptotic set up. It is shown, when and under what conditions, these rank tests and R-estimators can be used effectively, and the effect of measurement errors on the power of the test and on the efficiency of the R-estimators is indicated. (English) |
| Keyword:
|
location |
| Keyword:
|
measurement error |
| Keyword:
|
R-estimate |
| Keyword:
|
rank |
| Keyword:
|
rank test |
| MSC:
|
62F07 |
| MSC:
|
62G35 |
| idZBL:
|
Zbl 1244.62067 |
| idMR:
|
MR2920711 |
| . |
| Date available:
|
2011-12-16T14:51:50Z |
| Last updated:
|
2013-09-18 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/141757 |
| . |
| Reference:
|
[1] Jurečková, J., Kalina, J., Picek, J., Saleh, A. K. Md. E.: Rank tests of linear hypothesis with measurement errors both in regressors and responses. In: Preprint of Department of Probability and Mathematical Statistics Charles University, Prague, 66 (2009). |
| Reference:
|
[2] Jurečková, J., Picek, J.: Rank tests in partially linear and measurement errors models. Submitted. |
| Reference:
|
[3] Jurečková, J., Picek, J.: Robust Statistical Methods with R. Chapman and Hall/CRC, Boca Raton, 2005. |
| Reference:
|
[4] Jurečková, J., Picek, J., Saleh, A. K. Md. E.: Rank tests and regression rank score tests in measurement error models. Computational Statistics and Data Analysis 54 (2010), 3108–3120. MR 2727738, 10.1016/j.csda.2009.08.020 |
| Reference:
|
[5] Jurečková, J., Sen, P. K.: Robust Statistical Procedures: Asymptotics and Interrelations. Wiley, New York, 1996. MR 1387346 |
| Reference:
|
[6] Hájek, J., Šidák, Z., Sen, P. K.: Theory of rank tests. Second Edition. Academic Press, New York, 1999. MR 1680991 |
| Reference:
|
[7] Lehmann, E. L.: Nonparametrics: Statistical Methods Based on Ranks. Holden Day, San Francisco, 1975. Zbl 0354.62038, MR 0395032 |
| Reference:
|
[8] Navrátil, R.: Rank Tests of Symmetry in Measurement Errors Models. In: WDS’10 Proceedings of Contributed Papers: Part I – Mathematics and Computer Sciences (2010), 177–182. |
| Reference:
|
[9] Saleh, A. K. Md. E., Picek, J., Kalina, J.: Nonparametric Estimation of Regression Parameters in Measurement Error Models. Metron 68 (2010), 177–200. |
| Reference:
|
[10] Saleh, A. K. Md. E., Picek, J., Kalina, J.: R-estimation of the parameters of a multiple regression model with measurement errors. Metrika doi:10.1007/s00184-010-0328-2 (2010). |
| Reference:
|
[11] Ury, H. K., Forrester, J. C.: More on Scale Dependence of Wilcoxon Signed-rank Test. The American Statistician 24 (1970), 25–26. |
| . |
