Regression rank scores estimation in ANOCOVA

被引：0
|
作者：
Sen, PK [1 ]
机构：
[1] UNIV N CAROLINA,DEPT STAT,CHAPEL HILL,NC 27599
来源：
ANNALS OF STATISTICS | 1996年 / 24卷 / 04期
关键词：
asymptotic efficiency and representation; covariate regression functional; heteroscedasticity; regression quantiles; R-estimators; semiparametric models; stochastic predictors; weak invariance principles;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In semiparametric ANOCOVA (mixed-effects) models, the role of regression rank scores in robust estimation of fixed-effects parameters as well as covariate regression functionals is critically appraised, and the relevant asymptotic theory is presented.
引用
收藏
页码：1586 / 1601
页数：16
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