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Estimates of the Regression Coefficient Based on Kendall's Tau
  • P. Sen
  • Mathematics
  • 1 December 1968
Abstract The least squares estimator of a regression coefficient β is vulnerable to gross errors and the associated confidence interval is, in addition, sensitive to non-normality of the parent
Theory of rank tests
Introduction and Coverage. Preliminaries. Elementary Theory of Rank Tests. Selected Rank Tests. Computation of Null Exact Distributions. Limiting Null Distributions. Limiting Non-Null Distributions.
Large Sample Methods in Statistics: An Introduction with Applications
This text bridges the gap between sound theoretcial developments and practical, fruitful methodology by providing solid justification for standard symptotic statistical methods. It contains a unified
Probability Inequalities for Sums of Bounded Random Variables
If S is a random variable with finite rnean and variance, the Bienayme-Chebyshev inequality states that for x > 0, $$\Pr \left[ {\left| {S - ES} \right| \geqslant x{{{(\operatorname{var}
Constrained Statistical Inference: Inequality, Order, and Shape Restrictions
Dedication. Preface. 1. Introduction. 1.1 Preamble. 1.2 Examples. 1.3 Coverage and Organization of the Book. 2. Comparison of Population Means and Isotonic Regression. 2.1 Ordered Hypothesis
Within‐cluster resampling
Within-cluster resampling is proposed as a new method for analysing clustered data. Although the focus of this paper is clustered binary data, the within-cluster resampling asymptotic theory is
Order statistics and inference : estimation methods
List of Tables. List of Figures. Introduction. Basic Theory. Moments and Other Expected Values. Linear Estimation Based on Order Statistics. Maximum Likelihood Estimation. Approximate Maximum
Robust Statistical Procedures: Asymptotics and Interrelations
ASYMPTOTICS AND INTERRELATIONS Preliminaries Robust Estimation of Location and Regression Asymptotic Representations for L-Estimators Asymptotic Representations for M-Estimators Asymptotic