Some adaptive estimators for slope parameter
Commentationes Mathematicae Universitatis Carolinae (1993)
- Volume: 34, Issue: 3, page 483-500
- ISSN: 0010-2628
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topViet, Tran Quoc. "Some adaptive estimators for slope parameter." Commentationes Mathematicae Universitatis Carolinae 34.3 (1993): 483-500. <http://eudml.org/doc/247477>.
@article{Viet1993,
abstract = {An adaptive estimator (of a slope parameter) based on rank statistics is constructed and its asymptotic optimality is studied. A complete orthonormal system is incorporated in the adaptive determination of the score generating function. The proposed sequential procedure is based on a suitable stopping rule. Various properties of the sequential adaptive procedure and the stopping rule are studied. Asymptotic linearity results of linear rank statistics are also studied and some rates of the convergence are established.},
author = {Viet, Tran Quoc},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {asymptotically optimal score generating function; Fisher information; orthonormal system; rank $(R-)$-estimator; stopping rule; asymptotically optimal estimators; asymptotically optimal estimator; Fisher information; quantile function; expansion of score functions; complete orthonormal system; Legendre polynomials; trigonometric functions; adaptive estimator of the slope parameter; rank statistics; BAN},
language = {eng},
number = {3},
pages = {483-500},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Some adaptive estimators for slope parameter},
url = {http://eudml.org/doc/247477},
volume = {34},
year = {1993},
}
TY - JOUR
AU - Viet, Tran Quoc
TI - Some adaptive estimators for slope parameter
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1993
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 34
IS - 3
SP - 483
EP - 500
AB - An adaptive estimator (of a slope parameter) based on rank statistics is constructed and its asymptotic optimality is studied. A complete orthonormal system is incorporated in the adaptive determination of the score generating function. The proposed sequential procedure is based on a suitable stopping rule. Various properties of the sequential adaptive procedure and the stopping rule are studied. Asymptotic linearity results of linear rank statistics are also studied and some rates of the convergence are established.
LA - eng
KW - asymptotically optimal score generating function; Fisher information; orthonormal system; rank $(R-)$-estimator; stopping rule; asymptotically optimal estimators; asymptotically optimal estimator; Fisher information; quantile function; expansion of score functions; complete orthonormal system; Legendre polynomials; trigonometric functions; adaptive estimator of the slope parameter; rank statistics; BAN
UR - http://eudml.org/doc/247477
ER -
References
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- Hájek J., Šidák Z., Theory of Rank tests, Academic Press, Academia, Praha, 1967. MR0229351
- Hušková M., Adaptive procedures for the two-sample location model, Commun. Statist. Sequential Analysis 2 (1983-1984), 387-401. (1983-1984) MR0752416
- Hušková M., Sequentially adaptive nonparametric procedures, Handbook of Sequential Analysis, Ghosh B.K. and Sen P.K. (eds.), Reidel, 1991, pp. 459-474. MR1174316
- Hušková M., Sen P.K., On sequentially adaptive asymptotically efficient rank statistics, Sequential Analysis 4 (1985), 125-151. (1985) MR0805946
- Rödel E., Linear rank statistics with estimated scores for testing independence, Statistics, Karl-Weierstraß-Institute of Mathematics, Berlin, 20, pp. 423-438. MR1012313
- Viet T.Q., Some adaptive estimators in regression models, Ph.D. Thesis, Charles University, Prague, Czech Republic.
- Víšek J.A., Adaptive estimation in linear regression model, submitted.
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