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Standard errors and covariance matrices for smoothed rank estimators |
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| Authors: | Brown B M; Wang You-Gan |
| Institution: | Department of Statistics and Applied Probability, National University of Singapore, Singapore 117543 stabbm{at}nus.edu.sg, stawyg{at}nus.edu.sg |
| Abstract: | |
| Keywords: | Covariance estimator Estimating function Induced smoothing Kernel estimator Linearisation One step estimation Rank estimation Sandwich formula Second-order convergence Standard error Wilcoxon estimator |
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