Standard errors and covariance matrices for smoothed rank estimators

• Main Authors: Brown, B.M., Wang, Y.-G.
• 其他作者: STATISTICS & APPLIED PROBABILITY
• 格式: Article
• 出版: 2014
• 主題: Covariance estimator; Estimating function; Induced smoothing; Kernel estimator; Linearisation; One step estimation; Rank estimation; Sandwich formula; Second-order convergence; Standard error; Wilcoxon estimator
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/105387

10.1093/biomet/92.1.149