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Rank Scores for Linear Models under Asymmetric Distributions
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 Title & Authors
Rank Scores for Linear Models under Asymmetric Distributions
Choi, Young-Hun;
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 Abstract
In this paper we derived the asymptotic relative efficiency, ARE(ms, rs), of our new score function with respect to the McKean and Sievers scores for the asymmetric error distributions which often occur in practice. We thoroughly explored the asymptotic relative efficiency, ARE(ms, rs), of our score function that provides much improvement over the McKean and Sievers scores for all values of r and s under asymmetric distributions.
 Keywords
Rank Scores;Asymmetric Distribution;Dispersion function;Asymptotic Relative Efficiency;Generalized F distribution;
 Language
English
 Cited by
 References
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2.
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3.
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4.
Choi, Y.H. (2004b). Asymptotic Relative Efficiency for New Score Functions in the Generalized F Distribution. The Korean Communications In Statistics, Vol. 11, 435-446 crossref(new window)

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