Behavior of R-estimators under measurement errors

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F16%3A10329105" target="_blank" >RIV/00216208:11320/16:10329105 - isvavai.cz</a>

Alternative codes found

RIV/00216224:14310/16:00089329 RIV/46747885:24510/16:00004056

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Behavior of R-estimators under measurement errors

Original language description

As was shown recently, the measurement errors in regressors affect only the power of the rank test, but not its critical region. Noting that, we study the effect of measurement errors on R-estimators in linear model. It is demonstrated that while an R-estimator admits a local asymptotic bias, its bias surprisingly depends only on the precision of measurements and does neither depend on the chosen rank test score-generating function nor on the regression model error distribution. The R-estimators are numerically illustrated and compared with the LSE and L-1 estimators in this situation.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2016

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Bernoulli

ISSN

1350-7265

e-ISSN

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Volume of the periodical

22

Issue of the periodical within the volume

2

Country of publishing house

NL - THE KINGDOM OF THE NETHERLANDS

Number of pages

20

Pages from-to

1093-1112

UT code for WoS article

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EID of the result in the Scopus database

2-s2.0-84958640367