Please use this identifier to cite or link to this item: https://doi.org/10.1093/biomet/92.1.149
DC FieldValue
dc.titleStandard errors and covariance matrices for smoothed rank estimators
dc.contributor.authorBrown, B.M.
dc.contributor.authorWang, Y.-G.
dc.date.accessioned2014-10-28T05:15:26Z
dc.date.available2014-10-28T05:15:26Z
dc.date.issued2005-03
dc.identifier.citationBrown, B.M., Wang, Y.-G. (2005-03). Standard errors and covariance matrices for smoothed rank estimators. Biometrika 92 (1) : 149-158. ScholarBank@NUS Repository. https://doi.org/10.1093/biomet/92.1.149
dc.identifier.issn00063444
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105387
dc.description.abstractA 'pseudo-Bayesian' interpretation of standard errors yields a natural induced smoothing of statistical estimating functions. When applied to rank estimation, the lack of smoothness which prevents standard error estimation is remedied. Efficiency and robustness are preserved, while the smoothed estimation has excellent computational properties. In particular, convergence of the iterative equation for standard error is fast, and standard error calculation becomes asymptotically a one-step procedure. This property also extends to covariance matrix calculation for rank estimates in multi-parameter problems. Examples, and some simple explanations, are given. © 2005 Biometrika Trust.
dc.sourceScopus
dc.subjectCovariance estimator
dc.subjectEstimating function
dc.subjectInduced smoothing
dc.subjectKernel estimator
dc.subjectLinearisation
dc.subjectOne step estimation
dc.subjectRank estimation
dc.subjectSandwich formula
dc.subjectSecond-order convergence
dc.subjectStandard error
dc.subjectWilcoxon estimator
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.doi10.1093/biomet/92.1.149
dc.description.sourcetitleBiometrika
dc.description.volume92
dc.description.issue1
dc.description.page149-158
dc.description.codenBIOKA
dc.identifier.isiut000228099300011
Appears in Collections:Staff Publications

Show simple item record
Files in This Item:
There are no files associated with this item.

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.