Standard errors and covariance matrices for smoothed rank estimators

Standard errors and covariance matrices for smoothed rank estimators

10.1093/biomet/92.1.149

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Bibliographic Details
Main Authors: Brown, B.M., Wang, Y.-G.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Covariance estimator
Estimating function
Induced smoothing
Kernel estimator
Linearisation
One step estimation
Rank estimation
Sandwich formula
Second-order convergence
Standard error
Wilcoxon estimator
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105387
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/105387

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