Standard errors and covariance matrices for smoothed rank estimators

Biometrika

Volumn 92, Issue 1, 2005, Pages 149-158

  Brown, B M ^a   Wang, You Gan ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Covariance estimator; Estimating function; Induced smoothing; Kernel estimator; Linearisation; One step estimation; Rank estimation; Sandwich formula; Second order convergence; Standard error; Wilcoxon estimator

Indexed keywords

EID: 15844421732     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/92.1.149     Document Type: Article

References (8)

1. BROWN, B. M., HALL, P. & YOUNG, G. A. (2001). The smoothed median and the bootstrap. Biometrika 88, 519-34.
2. HETTMANSPERGER, T. P. & McKEAN, J. W. (1998). Robust Nonparametric Statistical Methods. London: Arnold.
3. JAECKEL, L. (1972). Estimating regression coefficients by minimizing the dispersion of the residuals. Ann. Math. Statist. 43, 1449-58.
4. JIN, Z., YING, Z. & WEI, L. J. (2001). A simple resampling method by perturbing the minimand. Biometrika 88, 381-90.
5. KOUL, H. L., SIEVERS, G. L. & McKEAN, J. (1987). An estimator of the scale parameter for the rank analysis of linear models under general score functions. Scand. J. Statist. 14, 131-41.
6. McKEAN, J. & SHEATHER, S. (1991). Small sample properties of robust analysis of linear models based on R-estimates: a survey. In Directions in Robust Statistics, Vol. 2, Ed. W. Stahel and S. Weisberg, pp. 1-19. New York: Springer.
7. SILVERMAN, B. (1986). Density Estimation for Statistics and Data Analysis. New York: Chapman and Hall.
8. WHITE, H. (1982). Maximum likelihood estimation for misspecified models. Econometrica 50, 1-28.