The Annals of Statistics

Regression rank scores estimation in ANOCOVA

Pranab Kumar Sen

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In semiparametric ANOCOVA (mixed-effects) models, the role of regression rank scores in robust estimation of fixed-effects parameters as well as covariate regression functionals is critically appraised, and the relevant asymptotic theory is presented.

Article information

Ann. Statist., Volume 24, Number 4 (1996), 1586-1601.

First available in Project Euclid: 17 September 2002

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62G05: Estimation 62J05: Linear regression

Asymptotic efficiency and representation covariate regression functional heteroscedasticity regression quantiles $R$-estimators semiparametric models stochastic predictors weak invariance principles


Sen, Pranab Kumar. Regression rank scores estimation in ANOCOVA. Ann. Statist. 24 (1996), no. 4, 1586--1601. doi:10.1214/aos/1032298286.

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