Standard errors and covariance matrices for smoothed rank estimators

By B. Brown, You‐Gan Wang. 2005

140 citations recorded by the source corpus.

Subfields: Applied Mathematics, Statistical and Nonlinear Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/6fbcdd8d0a65e349fdfcdaed41564f6b6a91fdaf

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Vito M. R. Muggeo
2. Huixia Judy Wang
3. Zhongyi Zhu

In Statistical and Nonlinear Physics

1. Vito M. R. Muggeo
2. Huixia Judy Wang
3. Zhongyi Zhu

In Statistics and Probability

1. Huixia Judy Wang
2. Vito M. R. Muggeo
3. Zhongyi Zhu
4. Xuming He
5. R. Knell
6. Yunwen Yang
7. Ying Wei
8. James Y. Zou

Citations in the corpus

• Empirical likelihood for quantile regression models with longitudinal data (2011, methodology): “The idea of smoothing quantile score function was also considered by Horowitz (1998), Chen and Hall (1993), Brown and Wang (2005), Whang (2006), and Wang et al. (2009) in different contexts.”
• Interval estimation for the breakpoint in segmented regression: a smoothed score‐based approach (2017, methodology): “In the original IS framework of Brown & Wang (2005), parameter estimates and standard errors were determined jointly via an iterative procedure.”