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Asymptotic representation of R-estimators of location. (English) Zbl 0594.62042

Probability and statistical decision theory, Proc. 4th Pannonian Symp. Math. Stat., Bad Tatzmannsdorf/Austria 1983, Vol. A, 145-165 (1985).
Summary: [For the entire collection see Zbl 0579.00015.]
Bahadur-type representations of Hodges-Lehmann’s type rank estimators of location are derived. Depending on the continuity and/or discontinuity of the score function of the pertaining rank test and on its behavior in the neighborhood of 0 and 1, the orders of the representations are \(O_ p(n^{-1/4})\), \(O_ p(n^{-1/2}\log n)\) and \(O_ p(n^{-1/2})\), respectively.

MSC:

62G05 Nonparametric estimation

Citations:

Zbl 0579.00015