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Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression

Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression

In the multiple linear regression model a class of confidence regions based on rank statistics is constructed. The asymptotic behavior of the center of gravity of a region corresponding to the Wilcoxon type rank statistic is considered. Section 1 consists of assumptions, introduction and notation. Section 2 consists of a …