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http://dx.doi.org/10.5351/CKSS.2006.13.2.359

Rank Scores for Linear Models under Asymmetric Distributions  

Choi, Young-Hun (Department of Information and Statistics, Hanshin University)
Publication Information
Communications for Statistical Applications and Methods / v.13, no.2, 2006 , pp. 359-368 More about this Journal
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.
Keywords
Rank Scores; Asymmetric Distribution; Dispersion function; Asymptotic Relative Efficiency; Generalized F distribution;
Citations & Related Records
Times Cited By KSCI : 2  (Citation Analysis)
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