Iterative rank estimation for generalized linear models

DOI10.1016/J.JSPI.2014.04.002MaRDI QIDQ2454023zbMATH OpenOpenAlexFDO

Authors Guy-vanie M. Miakonkana, Asheber Abebe

Publication date 12 June 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2014.04.002

zbMATH Keywords

quasi-likelihoodrobustnessWilcoxon

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)

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Cites work

• Asymptotic Properties of Non-Linear Least Squares Estimators
• Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
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• scientific article; zbMATH DE number 1082456 (Why is no real title available?)
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• Least-absolute-deviations fits for generalized linear models
• Nonparametric Estimate of Regression Coefficients
• Nonparametric quasi-likelihood
• Rank statistics under dependent observations and applications to factorial designs
• Rank-based regression with repeated measurements data
• Robust estimation in the logistic regression model
• Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs

Cited in

(8)

• Model-robust parameter dispersions for iteratively re-weighted least squares
• Rank estimation of regression coefficients using iterated reweighted least squares
• Regularised rank quasi-likelihood estimation for generalised additive models
• Robust rank-based variable selection in double generalized linear models with diverging number of parameters under adaptive Lasso
• Iterated reweighted rank-based estimates for GEE models
• Generalised Rank Regression Estimator with Standard Error Adjusted Lasso
• Capturing spatiotemporal dynamics of Alaskan groundfish catch using signed-rank estimation for varying coefficient models
• Rank estimating equations for random effects models

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