References
- Koul , H. X. and Saleh , A. K. Md. E. 1993 . R-estimation of the parameters of autoregressive AR p models . Ann, Statist , 21 : 534 – 551 .
- Adichie , J. N. 1967 . Estimate of regression parameters based on rank tests . Ann, Math,Statist , 38 : 894 – 904 .
- Jureckova , J. 1971 . Nonparametric estimate of regression coefficients . Ann. Math,Statist , 42 : 1328 – 1338 .
- Koul , H. K. 1971 . Asymptotic behavior of a class of confidence regions based on ranks in regression . Ann.Math. Statist , 42 : 466 – 476 .
- Jaeckel , L. A. 1972 . Estimating regression coefficients by minimizing the dispersion of residuals . Ann. Math. Statist , 43 : 1449 – 1458 .
- Puri , M. L. 1985 . Nonparametric Methods in General Linear Models Edited by: Wiley , J. New York
- Koul , H. K. and Sen , P. K. 1991 . Weak convergence of a weighted residual empirical process in autoregression . Statist Dec , 9 : 235 – 262 .
- Jurecková , J. 1992 . Estimation in linear model based on regression rank scores . J. Nonparam. Statist , 1 : 197 – 204 .
- Gutenbrunner , C. and Jurecková , J. 1992 . Regression rank scores and regression quantiles . Ann, Statist , 20 : 305 – 330 .
- Koul , H. K. and Saleh , A. K. Md. E. 1992 . Autoregression quantiles and, related rank scores processes . Ann. Statist , 23 : 670 – 689 .
- Hallin , M. and Jurecková , J. 1999 . Optimal tests for autoregressive models based on autoregression rank scores . Ann. Statist , 27 : 1385 – 1414 .
- Koenker , R. and D'Orey , V. 1987 . Algorithm AS 229: Computing regression quantiles . J. Roy. Statist. Soc. Set , 36 : 383 – 393 .
- Koenker , R. and D'Orey , V. 1993 . Remark AS R92. A remark on algorithm AS 229: Computing dual regression quantiles and regression rank scores . J. Roy, Statist Soc, Ser.C , 43 : 410 – 414 .
- Jureckovd , J. 1992 . “ Uniform asymptotic linearity of regression rank score process ” . In In Proceedings of the Meeting on Nonparametric Statistics and Related Topics , 217 – 228 . Amsterdam, , North-Holland : Saleh, A.K.K&E. Ed .
- Gutenbrunner , C. , Jureckova , V. , Koenker , V. and Portnoy , S. 1993 . Tests of linear hypotheses based on regression rank scores . J. Nonparam. Statist , 2 : 307 – 331 .
- Chernoff , H. and Savage , I. R. 1958 . Asymptotic normality and efficiency of certain non-parametric tests . Ann. Math. Stat , 29 : 972 – 994 .
- Koenker , R. and Portnoy , S. 1987 . L-estimation for linear models . J. Amen Statist Assoc , 82 : 851 – 857 .
- Koenker , R. and Bassett , G. 1978 . Regression quantiles . Econometrica , 46 : 33 – 50 .
- Kreiss , J. P. 1990 . Testing linear hypotheses in autoregression . Ann. Statist , 18 : 1470 – 1482 .