Abstract
In linear models, regression-invariant and scale-equivariant regression rank scores scale statistics are proposed. Among their potential applications in statistical inference in linear models, studentization and testing for homoscedasticity are considered.Key wordsGM-estimatorshomoscedasticityM-estimatorsregression-invarianceregression-equivarianceregression quantilesscale-equivarianceAMS Subject Classifications62G0562J05
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.