uu.seUppsala University Publications
Change search
ReferencesLink to record
Permanent link

Direct link
On a Consistent Rank Estimate in a Linear Structural Model
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
2012 (English)In: PROBASTAT '11: Proceedings of the Sixth International Conference on Probability and Statistics: Dedicated to Professor Lubomir Kubacek in Recognition of His Eightieth Birthday, 2012, 191-202 p.Conference paper (Refereed)
Abstract [en]

The structural linear model is considered that is an errors-in-variables model where the unobserved variables are i.i.d. In this model we can find linear transformations depending on the parameter, such that the transformed observations using the true parameter are uncorrelated. Then a parameter estimator is defined as a zero point of a consistent correlation estimator. A rank estimation is proposed as a zero point of Kendall's correlation measure and its consistency is shown. While the Pearson estimate of the covariance delivers the total least squares estimate.

Place, publisher, year, edition, pages
2012. 191-202 p.
, Tatra Mountains Mathematical Publications, ISSN 1210-3195 ; 51
Keyword [en]
rank estimate, structural linear model, Kendall's tau, total least squares, Theil-Sen, estimate
National Category
Natural Sciences
URN: urn:nbn:se:uu:diva-196152DOI: 10.2478/v10127-012-0019-7ISI: 000314254900019OAI: oai:DiVA.org:uu-196152DiVA: diva2:609283
6th International Conference on Probability and Statistics (PROBASTAT 2011), JUL 04-08, 2011, Smolenice, SLOVAKIA
Available from: 2013-03-05 Created: 2013-03-05 Last updated: 2013-03-05Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text

Search in DiVA

By author/editor
Zwanzig, Silvelyn
By organisation
Department of Mathematics
Natural Sciences

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 176 hits
ReferencesLink to record
Permanent link

Direct link