Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Rank Scores for Linear Models under Asymmetric Distributions

  • Choi, Young-Hun (Department of Information and Statistics, Hanshin University)
  • Published : 2006.08.31
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Abstract

In this paper we derived the asymptotic relative efficiency, ARE(ms, rs), of our new score function with respect to the McKean and Sievers scores for the asymmetric error distributions which often occur in practice. We thoroughly explored the asymptotic relative efficiency, ARE(ms, rs), of our score function that provides much improvement over the McKean and Sievers scores for all values of r and s under asymmetric distributions.

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References

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