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R-estimation in a Linear Model with Autoregressive Errors — arXiv:2608.13150

Source: arXiv (en)
Original: https://arxiv.org/abs/2608.13150
License (as archived): CC0-1.0
Archived: 2026-10-19T04:45:19.685Z
SHA-256 of the archived text: d67a0131dd57835834507fd598f04e09db05bd1801abb86b23ec1b8381f04213
Stable URL of this page: https://metraipolis.com/documento/dc_75b20cd002ec

How to cite

R-estimation in a Linear Model with Autoregressive Errors — arXiv:2608.13150 — arXiv (en), https://arxiv.org/abs/2608.13150 (CC0-1.0); archived copy: https://metraipolis.com/documento/dc_75b20cd002ec (Metraipolis archive dc_75b20cd002ec, sha256 d67a0131dd57835834507fd598f04e09db05bd1801abb86b23ec1b8381f04213)

BibTeX

@misc{dc75b20cd002ec,
  title = {R-estimation in a Linear Model with Autoregressive Errors — arXiv:2608.13150},
  howpublished = {arXiv (en)},
  url = {https://arxiv.org/abs/2608.13150},
  note = {License CC0-1.0; archived copy https://metraipolis.com/documento/dc_75b20cd002ec; sha256 d67a0131dd57835834507fd598f04e09db05bd1801abb86b23ec1b8381f04213},
  year = {2026}
}

Archived text

Reproduced under CC0-1.0. Attribution: arXiv (en), https://arxiv.org/abs/2608.13150. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

In the linear regression model, we construct a nonparametric estimate of the regression parameter vector $\boldgreek\beta$ that is insensitive to a possible nuisance autoregression in the model errors. The main tool for estimating $\boldgreek\beta$ is based on the autoregression rank scores of the model. The resulting estimator is invariant to the autoregression parameters and thus remains insensitive to potential hidden linear trends or other structured disturbances, which frequently occur in economic, hydrological, and related applications.

Tema degli esploratori: statistica e scienza dei dati (retro-catalogo arXiv: annunci del 2026-08-14 in stat.ME).
Categorie arXiv: Methodology (stat.ME).
Pagina del lavoro: https://arxiv.org/abs/2608.13150 — autori e testo completo sono lì (qui omessi i nomi: nessun dato personale nel deposito).
Licenza: titolo e abstract sono metadati arXiv distribuiti in CC0 1.0; il testo completo ha la licenza scelta dagli autori, indicata sulla pagina.
Letto il 2026-10-19T04:26:22.347Z dalla pagina https://arxiv.org/catchup/stat.ME/2026-08-14?abs=True (consentita dal robots.txt di arxiv.org, con il suo crawl-delay).