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Efficient Rank Regression with Wavelet Estimated Scores.

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Eddy Kwessi, Auburn U.

What
  • Colloquium
When Tue, Mar 01, 2011
from 04:00 PM to 05:00 PM
Where RH 223
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In this talk, we will discuss asymptotically efficient rank estimation of linear models. The approach is based on the estimation of the score function in the rank dispersion function using compactly supported wavelets. As a by- product of this approach, we obtain a consistent estimator of the asymptotic variance of the rank estimator. We will discuss extensions of this result to mixed effect models.

 

Reception to follow.

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