Standard errors and covariance matrices for smoothed rank estimators

10.1093/biomet/92.1.149

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Main Authors: Brown, B.M., Wang, Y.-G.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/105387
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1053872023-10-31T07:48:54Z Standard errors and covariance matrices for smoothed rank estimators Brown, B.M. Wang, Y.-G. STATISTICS & APPLIED PROBABILITY Covariance estimator Estimating function Induced smoothing Kernel estimator Linearisation One step estimation Rank estimation Sandwich formula Second-order convergence Standard error Wilcoxon estimator 10.1093/biomet/92.1.149 Biometrika 92 1 149-158 BIOKA 2014-10-28T05:15:26Z 2014-10-28T05:15:26Z 2005-03 Article Brown, B.M., Wang, Y.-G. (2005-03). Standard errors and covariance matrices for smoothed rank estimators. Biometrika 92 (1) : 149-158. ScholarBank@NUS Repository. https://doi.org/10.1093/biomet/92.1.149 00063444 http://scholarbank.nus.edu.sg/handle/10635/105387 000228099300011 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Covariance estimator
Estimating function
Induced smoothing
Kernel estimator
Linearisation
One step estimation
Rank estimation
Sandwich formula
Second-order convergence
Standard error
Wilcoxon estimator
spellingShingle Covariance estimator
Estimating function
Induced smoothing
Kernel estimator
Linearisation
One step estimation
Rank estimation
Sandwich formula
Second-order convergence
Standard error
Wilcoxon estimator
Brown, B.M.
Wang, Y.-G.
Standard errors and covariance matrices for smoothed rank estimators
description 10.1093/biomet/92.1.149
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Brown, B.M.
Wang, Y.-G.
format Article
author Brown, B.M.
Wang, Y.-G.
author_sort Brown, B.M.
title Standard errors and covariance matrices for smoothed rank estimators
title_short Standard errors and covariance matrices for smoothed rank estimators
title_full Standard errors and covariance matrices for smoothed rank estimators
title_fullStr Standard errors and covariance matrices for smoothed rank estimators
title_full_unstemmed Standard errors and covariance matrices for smoothed rank estimators
title_sort standard errors and covariance matrices for smoothed rank estimators
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105387
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