Strong consistency of the general rank estimator

In this article, we consider a general regression model. We are concerned with the study of the rank estimator of the regression coefficients. Strong consistency of the resulting estimator is established under mild conditions.

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Bibliographic Details
Published in:Communications in statistics. Theory and methods 2017-01, Vol.46 (2), p.532-539
Main Author: Bindele, Huybrechts F.
Format: Article
Language:English
Subjects:
Consistency
Estimators
Primary 62J02, 62G05
Rank pseudo-norm
Regression
Regression coefficients
Robust estimator
Secondary 62F12, 62G20
Statistical methods
Statistics
Strong consistency
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Description
Summary:In this article, we consider a general regression model. We are concerned with the study of the rank estimator of the regression coefficients. Strong consistency of the resulting estimator is established under mild conditions.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2014.999091