Accession Number : ADA115803

Title :   A Consistent Estimate of a Nonparametric Scale Parameter.

Descriptive Note : Technical rept. for 1981,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL INST OF STATISTICS

Personal Author(s) : Sievers,Gerald L

PDF Url : ADA115803

Report Date : May 1982

Pagination or Media Count : 25

Abstract : A consistent estimate is proposed for the scale parameter integral of f squared in the model Y sub i = mu sub i + e sub i, 1 or = i or = n, where the mu sub i are unknown location parameters and the e sub i are independent, identically distributed random errors with density function f. This parameter arises in the variance formula for rank estimates of location. The proposed estimate is based on differences of residuals Y sub i *mu sub i, where *mu sub i is an estimate of mu(i). When the mu(i) follow the structure of the general linear model, the estimate is shown to be consistent under the usual assumptions on the design matrix. The estimate does not require the symmetry of the density f.

Descriptors :   *PARAMETRIC ANALYSIS, *NONPARAMETRIC STATISTICS, *SCALAR FUNCTIONS, *ESTIMATES, CONSISTENCY, LINEAR DIFFERENTIAL EQUATIONS, RANK ORDER STATISTICS, RANDOM VARIABLES, ERRORS, RESIDUALS, SYMMETRY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE