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Abstract Details
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Activity Number:
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622
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Type:
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Contributed
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Date/Time:
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Thursday, August 4, 2011 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #301503 |
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Title:
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Rank-Based Inferences in Generalized Linear Model
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Author(s):
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Guy-vanie Marcias Miakonkana*+ and Asheber Abebe
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Companies:
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Auburn University and Auburn University
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Address:
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221 Parker Hall, Department of Mathematics and , Auburn , AL, 36849,
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Keywords:
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Generalized linear model ;
Rank based estimation ;
one step estimation
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Abstract:
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We consider the generalized linear model with fixed regressors and the response having a continuous distribution function. The main contribution of this article is to develop a robust one step rank based estimator.We give conditions under which the robustness and the asymptotic normality of the estimator are achieved and illustrate these features on a simulated data set as well as a real world data example.
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