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R-estimation of the parameters of a multiple regression model with measurement errors
Authors:Email author" target="_blank">A?K?Md?Ehsanes?SalehEmail author  Jan?Picek  Jan?Kalina
Institution:1.Carleton University,Ottawa,Canada;2.Technical University of Liberec,Liberec,Czech Republic;3.Charles University in Prague,Prague,Czech Republic
Abstract:We consider the theory of R-estimation of the regression parameters of a multiple regression models with measurement errors. Using the standard linear rank statistics, R-estimators are defined and their asymptotic properties are studied as robust alternatives to the least squares estimator. This paper fills the gap of the rank theory for the estimation of regression parameters with measurement error models. Some simulation results are presented to show the effectiveness of the R-estimators.
Keywords:
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