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Activity Number: 303 - Statistical Association and High-Dimensional Data
Type: Contributed
Date/Time: Tuesday, July 30, 2019 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract #302977 Presentation
Title: Robust Rank-Based Variable Selection in Double Generalized Linear Models with Diverging Number of Parameters Under Adaptive Lasso
Author(s): Brice Merlin Nguelifack*
Companies: United States Naval Academy
Keywords: Double generalized linear models; Diverging number of parameters; igh leverage point; Rank-based; Variable selection

We propose a robust rank-based estimation and variable selection in double generalized linear models when the number of parameters diverges with the sample size. The consistency of the variable selection procedure and asymptotic properties of the resulting estimators are established under appropriate selection of tuning parameters. Simulations are performed to assess the finite sample performance of the proposed estimation and variable selection procedure. In the presence of gross outliers, the proposed method is showing that the variable selection method works better. For practical application, a real data application is provided using nutritional epidemiology data, in which we explore the relationship between plasma beta-carotene levels and personal characteristics (e.g., age, gender, fat, etc.) as well as dietary factors (e.g., smoking status, intake of cholesterol, etc.)

Authors who are presenting talks have a * after their name.

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