Article
Full entry |
PDF
(0.2 MB)
Feedback
PDF
(0.2 MB)
Feedback
Keywords:
location; measurement error; R-estimate; rank; rank test
location; measurement error; R-estimate; rank; rank test
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.
References:
[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).
[2] Jurečková, J., Picek, J.: Rank tests in partially linear and measurement errors models. Submitted.
[3] Jurečková, J., Picek, J.: Robust Statistical Methods with R. Chapman and Hall/CRC, Boca Raton, 2005.
[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. DOI 10.1016/j.csda.2009.08.020 | MR 2727738
[5] Jurečková, J., Sen, P. K.: Robust Statistical Procedures: Asymptotics and Interrelations. Wiley, New York, 1996. MR 1387346
[6] Hájek, J., Šidák, Z., Sen, P. K.: Theory of rank tests. Second Edition. Academic Press, New York, 1999. MR 1680991
[7] Lehmann, E. L.: Nonparametrics: Statistical Methods Based on Ranks. Holden Day, San Francisco, 1975. MR 0395032 | Zbl 0354.62038
[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.
[9] Saleh, A. K. Md. E., Picek, J., Kalina, J.: Nonparametric Estimation of Regression Parameters in Measurement Error Models. Metron 68 (2010), 177–200.
[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).
[11] Ury, H. K., Forrester, J. C.: More on Scale Dependence of Wilcoxon Signed-rank Test. The American Statistician 24 (1970), 25–26.
Search
Partner of
