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Rank tests of symmetry and R-estimation of location parameter under measurement errors

Publication at Faculty of Mathematics and Physics |
2011

Abstract

This paper deals with the hypotheses of symmetry of distributions with respect to a location parameter when the response variables are subject to measurement errors. Rank tests of hypotheses about the location parameter and the related R-estimators are studied in an asymptotic set up.

It is shown, when and under what conditions, these rank tests and R-estimators can be used effectively, and the effect of measurement errors on the power of the test and on the efficiency of the R-estimators is indicated.