Nonparametric Estimation of Regression Parameters in Measurement Error Models

Authors: A.K.M.D. Ehsanes Saleh, J. Picek, Jan Kalina
Publication year: 2009
Publication type: Článek v odborném periodiku
Periodical: Metron
Bibliographic citation: EHSANES SALEH, A.K.M.D., PICEK, J., KALINA, Jan. Nonparametric Estimation of Regression Parameters in Measurement Error Models. Metron. 2009, 67(2), 177-200. ISSN 0026-1424. E-ISSN 2281-695X.
ID: 348875

Abstract

This paper develops the theory of rank estimation for the regression parameters in measurement error models. Using the standard linear rank statistics, R-estimators are defined and their asymptotic properties are studied as robust alternatives to least squares estimators. This paper fills the gap of rank theory in the estimation of parameters of measurement error models. Some simulation results are presented to show the effectiveness of the R-estimators.