ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 2 Issue 4       Subscribe       Article       References       Related articles      
firstfirst   < prevprev   Table of contentstoc   next >next   last >>last Download citation Download Citation  Recommend Recommend   Mark Mark   email alert Alert   link Link   Print Print   Receive a feed of the latest articles published in Journal of Nonparametric Statistics
Publisher Logo Publication Cover
Search within this journal

Tests of linear hypotheses based on regression rank scores

Authors: C. Gutenbrunner a;  J. Jureccaronkovaacute b;  R. Koenker c; S. Portnoy c
Affiliations:   a Philipps Universitaumlt, Marburg, Germany
b Charles University, Prague, Czechoslovakia
c University of Illinois, Urbana-Champaign, USA
DOI: 10.1080/10485259308832561
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 2, Issue 4 1993 , pages 307 - 331
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions
View Article: View Article (PDF) View Article (PDF)


Abstract

We propose a general class of asymptotically distribution-free tests of a linear hypothesis in the linear regression model. The tests are based on regression rank scores, recently introduced by Gutenbrunner and Jureckovaacute (1992) as dual variables to the regression quantiles of Koenker and Bassett (1978). Their properties are analogous to those of the corresponding rank tests in location model. Unlike the other regression tests based on aligned rank statistics, however, our tests do not require preliminary estimation of nuisance parameters, indeed they are invariant with respect to a regression shift of the nuisance parameters.
Keywords: Ranks; regression quantiles; regression rank scores
AMS 1980 subject classification: 62G10; 62J10
view references (33)
Bookmark with:
  • CiteULike
  • Del.icio.us
  • BibSonomy
  • Connotea
  • More bookmarks
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc