Rank tests and regression rank scores tests in measurement error models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F10%3A%230000067" target="_blank" >RIV/46747885:24510/10:#0000067 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Rank tests and regression rank scores tests in measurement error models
Original language description
The rank and regression rank score tests of linear hypothesis in the linear regression model are modified for measurement error models. The modified tests are still distribution free. Some tests of linear subhypotheses are invariant to the nuisance parameter, others are based on the aligned ranks using the R-estimators. The asymptotic relative efficiencies of tests with respect to tests in models without measurement errors are evaluated. The simulation study illustrates the powers of the tests.
Czech name
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Czech description
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Classification
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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Result continuities
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)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Computational Statistics & Data Analysis
ISSN
0167-9473
e-ISSN
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Volume of the periodical
54
Issue of the periodical within the volume
12
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
13
Pages from-to
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UT code for WoS article
000281333900019
EID of the result in the Scopus database
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