Kuljus, Kristi; Zwanzig, Silvelyn Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors. (English) Zbl 1440.62271 Statistics 47, No. 6, 1160-1183 (2013). MSC: 62J05 62G30 62G20 PDF BibTeX XML Cite \textit{K. Kuljus} and \textit{S. Zwanzig}, Statistics 47, No. 6, 1160--1183 (2013; Zbl 1440.62271) Full Text: DOI
Andrews, Beth Rank-based estimation for GARCH processes. (English) Zbl 1250.91078 Econom. Theory 28, No. 5, 1037-1064 (2012). MSC: 91B82 62P05 PDF BibTeX XML Cite \textit{B. Andrews}, Econom. Theory 28, No. 5, 1037--1064 (2012; Zbl 1250.91078) Full Text: DOI
Johnson, Brent A.; Peng, Limin Rank-based variable selection. (English) Zbl 1359.62297 J. Nonparametric Stat. 20, No. 3, 241-252 (2008). MSC: 62J07 62G30 62G35 62G20 PDF BibTeX XML Cite \textit{B. A. Johnson} and \textit{L. Peng}, J. Nonparametric Stat. 20, No. 3, 241--252 (2008; Zbl 1359.62297) Full Text: DOI
Andrews, Beth; Davis, Richard A.; Breidt, F. Jay Rank-based estimation for all-pass time series models. (English) Zbl 1117.62089 Ann. Stat. 35, No. 2, 844-869 (2007). MSC: 62M10 62F12 62F35 62E20 86A15 PDF BibTeX XML Cite \textit{B. Andrews} et al., Ann. Stat. 35, No. 2, 844--869 (2007; Zbl 1117.62089) Full Text: DOI arXiv
Terpstra, Jeffrey T.; McKean, Joseph W.; Naranjo, Joshua D. Weighted Wilcoxon estimates for autoregression. (English) Zbl 0992.62083 Aust. N. Z. J. Stat. 43, No. 4, 399-419 (2001). MSC: 62M10 62F12 62H12 PDF BibTeX XML Cite \textit{J. T. Terpstra} et al., Aust. N. Z. J. Stat. 43, No. 4, 399--419 (2001; Zbl 0992.62083) Full Text: DOI
Terpstra, Jeffrey T.; McKean, Joseph W.; Naranjo, Joshua D. GR-estimates for an autoregressive time series. (English) Zbl 1034.62089 Stat. Probab. Lett. 51, No. 2, 165-172 (2001). MSC: 62M10 62G05 62G20 PDF BibTeX XML Cite \textit{J. T. Terpstra} et al., Stat. Probab. Lett. 51, No. 2, 165--172 (2001; Zbl 1034.62089) Full Text: DOI
Koul, Hira L.; Mukherjee, Kanchan Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors. (English) Zbl 0794.60020 Probab. Theory Relat. Fields 95, No. 4, 535-553 (1993). Reviewer: H.L.Koul MSC: 60F17 62J05 PDF BibTeX XML Cite \textit{H. L. Koul} and \textit{K. Mukherjee}, Probab. Theory Relat. Fields 95, No. 4, 535--553 (1993; Zbl 0794.60020) Full Text: DOI
Heiler, Siegfried; Willers, Reinhart Asymptotic normality of R-estimates in the linear model. (English) Zbl 0658.62040 Statistics 19, No. 2, 173-184 (1988). Reviewer: J.Antoch MSC: 62F12 62F35 62E20 62J05 PDF BibTeX XML Cite \textit{S. Heiler} and \textit{R. Willers}, Statistics 19, No. 2, 173--184 (1988; Zbl 0658.62040) Full Text: DOI
Chanda, Kamal C.; Kulp, Richard W. On some nonparametric estimators for the linear Markov scheme. (English) Zbl 0404.62061 Commun. Stat., Theory Methods A7, 427-439 (1978). MSC: 62M10 62G05 PDF BibTeX XML Cite \textit{K. C. Chanda} and \textit{R. W. Kulp}, Commun. Stat., Theory Methods A7, 427--439 (1978; Zbl 0404.62061) Full Text: DOI