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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.
  • 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. (en)
Title
  • Rank tests and regression rank scores tests in measurement error models
  • Rank tests and regression rank scores tests in measurement error models (en)
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  • Rank tests and regression rank scores tests in measurement error models
  • Rank tests and regression rank scores tests in measurement error models (en)
skos:notation
  • RIV/46747885:24510/10:#0000067!RIV11-GA0-24510___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/09/0133), P(LC06024), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika
  • 12
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 283900
http://linked.open...ai/riv/idVysledku
  • RIV/46747885:24510/10:#0000067
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Asymptotic relative efficiency; Distribution-free; Linear regression models; Nuisance parameter; Rank scores; Rank test; Simulation studies (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • NL - Nizozemsko
http://linked.open...ontrolniKodProRIV
  • [E2063C4DE5B8]
http://linked.open...i/riv/nazevZdroje
  • Computational Statistics & Data Analysis
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 54
http://linked.open...iv/tvurceVysledku
  • Jurečková, Jana
  • Picek, Jan
  • Saleh, A.K.Md. Ehsanes
http://linked.open...ain/vavai/riv/wos
  • 000281333900019
http://linked.open...n/vavai/riv/zamer
issn
  • 0167-9473
number of pages
http://localhost/t...ganizacniJednotka
  • 24510
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