IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v78y2008i18p3366-3372.html
   My bibliography  Save this article

Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators

Author

Listed:
  • Omelka, Marek

Abstract

Omelka [Omelka, M., 2007. Second-order linearity of Wilcoxon rank statistics. Ann. Inst. Statist. Math. 59, 385-402] proposed an alternative way of constructing a confidence interval based on R-estimators for single parameters in linear models. We will compare this confidence interval with a traditional (Wald type) confidence interval theoretically as well as by means of a Monte Carlo experiment. As a by-product we will show the asymptotic normality of the estimator of [integral operator]f2 proposed in [Koul, H.L., Sievers, G.L., McKean, J., 1987. An estimator of the scale parameter for the rank analysis of linear models under general score functions. Scand. J. Statist. 14, 131-141] under somewhat different assumptions from those in [Thewarepperuma, P.S., 1987. On estimation of some density functionals under regression and one sample models. Ph.D. Thesis. Michigan State University, Department of Statistics and Probability].

Suggested Citation

  • Omelka, Marek, 2008. "Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3366-3372, December.
  • Handle: RePEc:eee:stapro:v:78:y:2008:i:18:p:3366-3372
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00328-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Aubuchon, James C. & Hettmansperger, Thomas P., 1989. "Rank-based inference for linear models: asymmetric errors," Statistics & Probability Letters, Elsevier, vol. 8(2), pages 97-107, June.
    2. Marek Omelka, 2007. "Second-order Linearity of Wilcoxon Statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(2), pages 385-402, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Delphine Cassart & Marc Hallin & Davy Paindaveine, 2010. "On the estimation of cross-information quantities in rank-based inference," Working Papers ECARES ECARES 2010-010, ULB -- Universite Libre de Bruxelles.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Feng, Long & Zou, Changliang & Wang, Zhaojun, 2012. "Rank-based inference for the single-index model," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 535-541.
    2. Zhan, Xiaojiang & Hettmansperger, Thomas P., 2007. "Bayesian R-estimates in two-sample location models," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 5077-5089, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:78:y:2008:i:18:p:3366-3372. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.