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Rank regression with estimated scores

✍ Scribed by Joshua D. Naranjo; Joseph W. McKean

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
303 KB
Volume
33
Category
Article
ISSN
0167-7152

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✦ Synopsis

Rank-based estimates are asymptotically efficient when optimal scores are used. This paper describes a method for estimating the optimal score function based on residuals from an initial fit. The resulting adaptive estimate is shown to be asymptotically efficient.

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