An Estimator of the Scale Parameter for the Rank Analysis of Linear Models under General Score Functions
针对一般线性模型中秩估计和秩检验所需的尺度参数，提出一个不要求误差分布对称的估计量，并证明其一致性，通过蒙特卡洛研究考察小样本下的表现。
In the analysis of a general linear model a scale parameter arises in the standard deviations of rank estimates and as a standardizing constant for rank test statistics. An estimator is proposed for this scale parameter which does not require the symmetry of the error distribution. A proof of its consistency is given. A Monte Carlo study is presented to examine the performance of the estimator in a small sample setting.