Accession Number:

ADA143172

Title:

Variance-Stable R-Estimators.

Descriptive Note:

Technical rept.,

Corporate Author:

PRINCETON UNIV NJ DEPT OF STATISTICS

Personal Author(s):

Report Date:

1984-05-01

Pagination or Media Count:

15.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE