Scientific Article
previous document  unige:23208  next document
add to browser collection

Variance etable r-estimators

Yen, James H.
Published in Statistics. 1986, vol. 17, no. 2, p. 189-199
Abstract By means of the concept of change-of-variance function we investigate the stability properties of the asymptotic variance of R-estimators. This allows us to construct the optimal V-robust R-estimator that minimizes the asymptotic variance at the models under the side condition of a bounded change-of-variance function. Finally, we discuss the connection between this function and an influence function for two-sample rank tests introduced by EPLETT (1980)
Keywords R-estimatorsinfluence functionchange-of-variance functionrobust estimationasymptotic variance
Full text
This document has no fulltext available yet, but you can contact its author by using the form below.
(ISO format)
RONCHETTI, Elvezio, YEN, James H. Variance etable r-estimators. In: Statistics, 1986, vol. 17, n° 2, p. 189-199.

247 hits

0 download


Deposited on : 2012-10-06

Export document
Format :
Citation style :