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Title: Aligned rank tests in measurement error model (English)
Author: Navrátil, Radim
Author: Saleh, A. K. Md. Ehsanes
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 61
Issue: 1
Year: 2016
Pages: 47-59
Summary lang: English
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Category: math
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Summary: Aligned rank tests are introduced in the linear regression model with possible measurement errors. Unknown nuisance parameters are estimated first and then classical rank tests are applied on the residuals. Two situations are discussed: testing about an intercept in the linear regression model considering the slope parameter as nuisance and testing of parallelism of several regression lines, i.e. whether the slope parameters of all lines are equal. Theoretical results are derived and the simulation study is also made to illustrate good performance of introduced tests. (English)
Keyword: aligned test
Keyword: measurement error
Keyword: rank test
MSC: 62G10
MSC: 62J05
idZBL: Zbl 06562146
idMR: MR3455167
DOI: 10.1007/s10492-016-0121-2
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Date available: 2016-01-19T14:00:18Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/144811
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Reference: [11] Navrátil, R.: Rank tests of symmetry and R-estimation of location parameter under measurement errors.Acta Univ. Palacki. Olomuc., Fac. Rerum Nat., Math. 50 (2011), 95-102. Zbl 1244.62067, MR 2920711
Reference: [12] Picek, J.: Statistical Procedures Based on Regression Rank Scores.Ph.D. thesis, Charles University in Prague (1996).
Reference: [13] Puri, M. L., Sen, P. K.: Nonparametric Methods in General Linear Models.Wiley Series in Probability and Mathematical Statistics John Wiley & Sons, New York (1985). Zbl 0569.62024, MR 0794309
Reference: [14] Saleh, A. K. Md. E., Picek, J., Kalina, J.: R-estimation of the parameters of a multiple regression model with measurement errors.Metrika 75 (2012), 311-328. Zbl 1239.62081, MR 2909549, 10.1007/s00184-010-0328-2
Reference: [15] Sen, P. K.: On a class of rank order tests for the parallelism of several regression lines.Ann. Math. Stat. 40 (1969), 1668-1683. Zbl 0184.22401, MR 0267708, 10.1214/aoms/1177697381
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