Efficient Rank Regression with Wavelet Estimated Scores

نویسندگان

  • E. Kwessi
  • A. Abebe
  • G. De Souza
چکیده

We provide an estimate of the score function for rank regression using compactly supported wavelets. This estimate is then used to find a rank-based asymptotically efficient estimator for the slope parameter of a linear model. We also provide a consistent estimator of the asymptotic variance of the rank estimator. For related mixed models, the asymptotic relative efficiency is also discussed

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تاریخ انتشار 2012