Variance-Stable R-Estimators.

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 model, 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). (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1984
Accession Number
ADA143172

Entities

People

  • E. Ronchetti
  • J. H. Yen

Organizations

  • Princeton University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Contracts
  • Control Theory
  • Data Science
  • Distribution Functions
  • Efficiency
  • Equations
  • Estimators
  • Information Science
  • Intact Stability
  • Intervals
  • Military Research
  • New York
  • Sensitivity
  • Standards
  • Statistical Functions
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.