Rank tests of symmetry and R-estimation of location parameter under measurement errors
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 50 (2011) no. 2, pp. 95-102 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

This paper deals with the hypotheses of symmetry of distributions with respect to a location parameter when the response variables are subject to measurement errors. Rank tests of hypotheses about the location parameter and the related R-estimators are studied in an asymptotic set up. It is shown, when and under what conditions, these rank tests and R-estimators can be used effectively, and the effect of measurement errors on the power of the test and on the efficiency of the R-estimators is indicated.
This paper deals with the hypotheses of symmetry of distributions with respect to a location parameter when the response variables are subject to measurement errors. Rank tests of hypotheses about the location parameter and the related R-estimators are studied in an asymptotic set up. It is shown, when and under what conditions, these rank tests and R-estimators can be used effectively, and the effect of measurement errors on the power of the test and on the efficiency of the R-estimators is indicated.
Classification : 62F07, 62G35
Keywords: location; measurement error; R-estimate; rank; rank test
@article{AUPO_2011_50_2_a9,
     author = {Navr\'atil, Radim},
     title = {Rank tests of symmetry and {R-estimation} of location parameter under measurement errors},
     journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
     pages = {95--102},
     year = {2011},
     volume = {50},
     number = {2},
     mrnumber = {2920711},
     zbl = {1244.62067},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/AUPO_2011_50_2_a9/}
}
TY  - JOUR
AU  - Navrátil, Radim
TI  - Rank tests of symmetry and R-estimation of location parameter under measurement errors
JO  - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY  - 2011
SP  - 95
EP  - 102
VL  - 50
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/AUPO_2011_50_2_a9/
LA  - en
ID  - AUPO_2011_50_2_a9
ER  - 
%0 Journal Article
%A Navrátil, Radim
%T Rank tests of symmetry and R-estimation of location parameter under measurement errors
%J Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
%D 2011
%P 95-102
%V 50
%N 2
%U http://geodesic.mathdoc.fr/item/AUPO_2011_50_2_a9/
%G en
%F AUPO_2011_50_2_a9
Navrátil, Radim. Rank tests of symmetry and R-estimation of location parameter under measurement errors. Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 50 (2011) no. 2, pp. 95-102. http://geodesic.mathdoc.fr/item/AUPO_2011_50_2_a9/

[1] Jurečková, J., Kalina, J., Picek, J., Saleh, A. K. Md. E.: Rank tests of linear hypothesis with measurement errors both in regressors and responses. In: Preprint of Department of Probability and Mathematical Statistics Charles University, Prague, 66 (2009).

[2] Jurečková, J., Picek, J.: Rank tests in partially linear and measurement errors models. Submitted.

[3] Jurečková, J., Picek, J.: Robust Statistical Methods with R. Chapman and Hall/CRC, Boca Raton, 2005.

[4] Jurečková, J., Picek, J., Saleh, A. K. Md. E.: Rank tests and regression rank score tests in measurement error models. Computational Statistics and Data Analysis 54 (2010), 3108–3120. | DOI | MR

[5] Jurečková, J., Sen, P. K.: Robust Statistical Procedures: Asymptotics and Interrelations. Wiley, New York, 1996. | MR

[6] Hájek, J., Šidák, Z., Sen, P. K.: Theory of rank tests. Second Edition. Academic Press, New York, 1999. | MR

[7] Lehmann, E. L.: Nonparametrics: Statistical Methods Based on Ranks. Holden Day, San Francisco, 1975. | MR | Zbl

[8] Navrátil, R.: Rank Tests of Symmetry in Measurement Errors Models. In: WDS’10 Proceedings of Contributed Papers: Part I – Mathematics and Computer Sciences (2010), 177–182.

[9] Saleh, A. K. Md. E., Picek, J., Kalina, J.: Nonparametric Estimation of Regression Parameters in Measurement Error Models. Metron 68 (2010), 177–200.

[10] Saleh, A. K. Md. E., Picek, J., Kalina, J.: R-estimation of the parameters of a multiple regression model with measurement errors. Metrika doi:10.1007/s00184-010-0328-2 (2010).

[11] Ury, H. K., Forrester, J. C.: More on Scale Dependence of Wilcoxon Signed-rank Test. The American Statistician 24 (1970), 25–26.