Williamson, Mark A. - In: Journal of Multivariate Analysis 12 (1982) 2, pp. 248-255
A point estimator based on minimization of the rank analogue of the Cramér-von Mises statistic is proposed for the slope parameter [beta] in the simple linear regression model. The asymptotic distribution of the estimator is derived and its variance is compared to the asymptotic variances of...