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Minimum distance tests and estimates based on ranks

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F20%3A00117545" target="_blank" >RIV/00216224:14310/20:00117545 - isvavai.cz</a>

  • Result on the web

    <a href="https://www.ine.pt/revstat/pdf/REVSTAT_v18-n3-4.pdf" target="_blank" >https://www.ine.pt/revstat/pdf/REVSTAT_v18-n3-4.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Minimum distance tests and estimates based on ranks

  • Original language description

    It is well known that the least squares estimate in classical linear regression model is very sensitive to violation of the assumptions, in particular normality of model errors. That is why a lot of alternative estimates has been developed to overcome these shortcomings. Quite interesting class of such estimates is formed by R-estimates. They use only ranks of response variable instead of their actual value. The goal of this paper is to extend this class by another estimates and tests based only on ranks. First, we will introduce a new rank test in linear regression model. The test statistic is based on a certain minimum distance estimator, but unlike classical rank tests in regression it is not a simple linear rank statistic. Then, we will return back to estimates and generalize minimum distance estimates for various type of distances. We will show that in some situation these tests and estimates have greater power than the classical ones. Theoretical results will be accompanied by a simulation study to illustrate finite sample behavior of estimates and tests.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10103 - Statistics and probability

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2020

  • Confidentiality

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

Data specific for result type

  • Name of the periodical

    REVSTAT Statistical Journal

  • ISSN

    1645-6726

  • e-ISSN

    2183-0371

  • Volume of the periodical

    18

  • Issue of the periodical within the volume

    3

  • Country of publishing house

    PT - PORTUGAL

  • Number of pages

    12

  • Pages from-to

    299-310

  • UT code for WoS article

    000557809200004

  • EID of the result in the Scopus database

    2-s2.0-85090629480