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Nonparametric inference on the difference of location parameters of correlated variables from fragmentary samples

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Summary

In this paper, two types of robust estimators and approximate confidence intervals for the difference of location parameters of correlated random variables are proposed and investigated when some observations are missing. It is shown that the suggested estimators are consistent and asymptotically normally distributed. In addition, the proposed approximate confidence intervals are also shown to enjoy some nice asymptotic properties.

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Authors and Affiliations

  1. National Central University, Taiwan

    K. F. Cheng

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  1. K. F. Cheng
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Cheng, K.F. Nonparametric inference on the difference of location parameters of correlated variables from fragmentary samples. Ann Inst Stat Math 39, 331–347 (1987). https://doi.org/10.1007/BF02491472

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  • DOI: https://doi.org/10.1007/BF02491472

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