For the simple regression model
Yi = θ + βxi + ei , i = 1,... ,n,
consider the Kendall tau statistic
and let Kn(t) be the aligned statistic when the Yi ’s are replaced by Yi − txi , 1 ≤ i ≤ n. Show that Kn(β) is distribution-free with location 0, and that Kn(t) is nonincreasing in t. The derived R-estimator of β is
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