Abstract Details
Activity Number:
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133
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Type:
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Contributed
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Date/Time:
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Monday, August 5, 2013 : 8:30 AM to 10:20 AM
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Sponsor:
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Biopharmaceutical Section
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Abstract - #308208 |
Title:
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Estimation of Tukey G - and - H Distributional Family Parameters by Quantile Least Squares Method
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Author(s):
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Yihuan Xu*+ and Boris Iglewicz
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Companies:
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ImClone Systems, a wholly-owned subsidiary of Eli Lilly and Company and Temple University
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Keywords:
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Tukey g - and - h distribution ;
Robust ;
Quantiles ;
Least squares
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Abstract:
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The Tukey g - and - h distributional family is generated from a relatively simple transformation of the standard normal and can approximate a broad spectrum of distributions. Thus, it is easy to use in simulation studies and has been applied in multiple areas. We propose a quantile based least squares (QLS) estimation method to fit the Tukey g - and - h distributional family parameters and extend the method to a robust version. Basic properties of the QLS method are derived and comparisons made with competing methods through simulation. Several real microarray data examples are used as illustrations.
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Authors who are presenting talks have a * after their name.
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