Cramér-von Mises type estimation of the regression parameter: The rank analogue

Mark A. Williamson

Journal of Multivariate Analysis, 1982, vol. 12, issue 2, 248-255

Abstract: A point estimator based on minimization of the rank analogue of the Cramér-von Mises statistic is proposed for the slope parameter [beta] in the simple linear regression model. The asymptotic distribution of the estimator is derived and its variance is compared to the asymptotic variances of several common estimators for [beta] at various underlying distributions.

Keywords: Cramer-von; Mises; estimation; regression; parameter (search for similar items in EconPapers)
Date: 1982
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