Rank tests in regression model based on minimum distance estimates

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F15%3A00085822" target="_blank" >RIV/00216224:14310/15:00085822 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.14736/kyb-2015-6-0909" target="_blank" >http://dx.doi.org/10.14736/kyb-2015-6-0909</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.14736/kyb-2015-6-0909" target="_blank" >10.14736/kyb-2015-6-0909</a>

Result language
angličtina
Original language name
Rank tests in regression model based on minimum distance estimates
Original language description
In this paper a new rank test in a linear regression model is introduced. The test statistic is based on a certain minimum distance estimator, however, unlike classical rank tests in regression it is not a simple linear rank statistic. Its exact distribution under the null hypothesis is derived, and further, the asymptotic distribution both under the null hypothesis and the local alternative is investigated. It is shown that the proposed test is applicable in measurement error models. Finally, a simulation study is conducted to show a good performance of the test. It has, in some situations, a greater power than the widely used Wilcoxon rank test.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical
Kybernetika : The Journal of the Czech Society for Cybernetics and Informatics
ISSN
0023-5954
e-ISSN
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Volume of the periodical
51
Issue of the periodical within the volume
6
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
14
Pages from-to
909-922
UT code for WoS article
000369773600001
EID of the result in the Scopus database
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