Communications for Statistical Applications and Methods

  • 제13권2호
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  • Pages.359-368
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  • 2006
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Rank Scores for Linear Models under Asymmetric Distributions

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

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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참고문헌

  1. Ahmad, I.A. (1996). A Class of Mann-Whitney-Wilcoxon Type Statistics. The American Statistician, Vol. 50, 324-327 https://doi.org/10.2307/2684929
  2. Choi, Y.H. and Ozturk, O (2002). A New Class of Score Generating Functions for Regression Models. Statistics & Probability Letters, Vol. 57, 205-214 https://doi.org/10.1016/S0167-7152(02)00061-5
  3. Choi, Y.H. (2004a). Asymptotic Relative Efficiency for New Score Functions in Rank Regression Models. The Korean Journal of Applied Statistics, Vol. 17, 269-280 https://doi.org/10.5351/KJAS.2004.17.2.269
  4. Choi, Y.H. (2004b). Asymptotic Relative Efficiency for New Score Functions in the Generalized F Distribution. The Korean Communications In Statistics, Vol. 11, 435-446 https://doi.org/10.5351/CKSS.2004.11.3.435
  5. Hettmansperger, T.P. and McKean, J.W. (1998), Robust Nonparametric Statistical Methods, Wiley & Jones, New York
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  7. McKean, J.W. and Sievers, G.L. (1989). Rank Scores Suitable for Analyses of Linear Models under Asymmetric Error Distributions. Technometrics, Vol. 31, 207-218 https://doi.org/10.2307/1268818
  8. Ozturk, O (2001). A Generalization of Ahmad's Class of Mann-Whitney-Wilcoxon Statistics. Australian and New Zealand Journal of Statistics, Vol. 43, 67-74
  9. Ozturk, O and Hettmansperger, T.P. (1996). Almost Fully Efficient and Robust Simultaneous Estimation of Location and Scale Parameters: A Minimum Distance Approach. Statistics & Probability Letters, Vol. 29, 233-244 https://doi.org/10.1016/0167-7152(95)00178-6
  10. Ozturk, O and Hettmansperger, T.P. (1997). Generalized Weighted Cramer-Von Mises Distance Estimators. Biometrika, Vol. 84, 283-294 https://doi.org/10.1093/biomet/84.2.283