Rank tests of symmetry and R-estimation of location parameter under measurement errors

Radim Navrátil

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica (2011)

  • Volume: 50, Issue: 2, page 95-102
  • ISSN: 0231-9721

Abstract

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This paper deals with the hypotheses of symmetry of distributions with respect to a location parameter when the response variables are subject to measurement errors. Rank tests of hypotheses about the location parameter and the related R-estimators are studied in an asymptotic set up. It is shown, when and under what conditions, these rank tests and R-estimators can be used effectively, and the effect of measurement errors on the power of the test and on the efficiency of the R-estimators is indicated.

How to cite

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Navrátil, Radim. "Rank tests of symmetry and R-estimation of location parameter under measurement errors." Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica 50.2 (2011): 95-102. <http://eudml.org/doc/197254>.

@article{Navrátil2011,
abstract = {This paper deals with the hypotheses of symmetry of distributions with respect to a location parameter when the response variables are subject to measurement errors. Rank tests of hypotheses about the location parameter and the related R-estimators are studied in an asymptotic set up. It is shown, when and under what conditions, these rank tests and R-estimators can be used effectively, and the effect of measurement errors on the power of the test and on the efficiency of the R-estimators is indicated.},
author = {Navrátil, Radim},
journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
keywords = {location; measurement error; R-estimate; rank; rank test},
language = {eng},
number = {2},
pages = {95-102},
publisher = {Palacký University Olomouc},
title = {Rank tests of symmetry and R-estimation of location parameter under measurement errors},
url = {http://eudml.org/doc/197254},
volume = {50},
year = {2011},
}

TY - JOUR
AU - Navrátil, Radim
TI - Rank tests of symmetry and R-estimation of location parameter under measurement errors
JO - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY - 2011
PB - Palacký University Olomouc
VL - 50
IS - 2
SP - 95
EP - 102
AB - This paper deals with the hypotheses of symmetry of distributions with respect to a location parameter when the response variables are subject to measurement errors. Rank tests of hypotheses about the location parameter and the related R-estimators are studied in an asymptotic set up. It is shown, when and under what conditions, these rank tests and R-estimators can be used effectively, and the effect of measurement errors on the power of the test and on the efficiency of the R-estimators is indicated.
LA - eng
KW - location; measurement error; R-estimate; rank; rank test
UR - http://eudml.org/doc/197254
ER -

References

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  1. Jurečková, J., Kalina, J., Picek, J., Saleh, A. K. Md. E., Rank tests of linear hypothesis with measurement errors both in regressors and responses, In: Preprint of Department of Probability and Mathematical Statistics Charles University, Prague, 66 (2009). (2009) 
  2. Jurečková, J., Picek, J., Rank tests in partially linear and measurement errors models, Submitted. 
  3. Jurečková, J., Picek, J., Robust Statistical Methods with R, Chapman and Hall/CRC, Boca Raton, 2005. (2005) 
  4. Jurečková, J., Picek, J., Saleh, A. K. Md. E., 10.1016/j.csda.2009.08.020, Computational Statistics and Data Analysis 54 (2010), 3108–3120. (2010) MR2727738DOI10.1016/j.csda.2009.08.020
  5. Jurečková, J., Sen, P. K., Robust Statistical Procedures: Asymptotics and Interrelations, Wiley, New York, 1996. (1996) MR1387346
  6. Hájek, J., Šidák, Z., Sen, P. K., Theory of rank tests. Second Edition, Academic Press, New York, 1999. (1999) MR1680991
  7. Lehmann, E. L., Nonparametrics: Statistical Methods Based on Ranks, Holden Day, San Francisco, 1975. (1975) Zbl0354.62038MR0395032
  8. Navrátil, R., Rank Tests of Symmetry in Measurement Errors Models, In: WDS’10 Proceedings of Contributed Papers: Part I – Mathematics and Computer Sciences (2010), 177–182. (2010) 
  9. Saleh, A. K. Md. E., Picek, J., Kalina, J., Nonparametric Estimation of Regression Parameters in Measurement Error Models, Metron 68 (2010), 177–200. (2010) 
  10. Saleh, A. K. Md. E., Picek, J., Kalina, J., R-estimation of the parameters of a multiple regression model with measurement errors, Metrika doi:10.1007/s00184-010-0328-2 (2010). (2010) 
  11. Ury, H. K., Forrester, J. C., More on Scale Dependence of Wilcoxon Signed-rank Test, The American Statistician 24 (1970), 25–26. (1970) 

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