Efficient and adaptive rank-based fits for linear models with skew-normal errors
نویسندگان
چکیده
منابع مشابه
Efficient and adaptive rank-based fits for linear models with skew-normal errors
The rank-based fit of a linear model is based on minimizing a norm. A score function needs to be selected for the fit and the proper choice leads to asymptotically efficient regression estimators, i.e., fits equivalent to the maximum likelihood estimators (mle). In this paper, we present the family of optimal scores functions for the skew-normal family of distributions. We show the easy computa...
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In the nineteen seventies, Jurečková and Jaeckel proposed rank estimation for linear models. Since that time, several authors have developed inference and diagnostic methods for these estimators. These rank-based estimators and their associated inference are highly efficient and are robust to outliers in response space. The methods include estimation of standard errors, tests of general linear ...
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ژورنال
عنوان ژورنال: Journal of Statistical Distributions and Applications
سال: 2014
ISSN: 2195-5832
DOI: 10.1186/s40488-014-0018-0