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Focused Information Criterion and Model Averaging with Generalized Rank Regression
Generalized rank regression, which is a class of weighted rank regression with weights based on factor space, provides a powerful tool for conducting robust estimation. In this article, we first establish the asymptotic properties of generalized rank regression under local model misspecification. We...
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| Publié dans: | Stat Probab Lett |
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| Auteurs principaux: | , , |
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
2016
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| Sujets: | |
| Accès en ligne: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5446897/ https://ncbi.nlm.nih.gov/pubmed/28566799 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spl.2016.10.020 |
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