Efficient Rank Regression with Wavelet Estimated Scores
نویسندگان
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
منابع مشابه
Rank regression with estimated scores
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