ROBUST MEDIAN ESTIMATOR FOR GENERALIZED LINEAR MODELS WITH BINARY RESPONSES

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F12%3A00199078" target="_blank" >RIV/68407700:21340/12:00199078 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

ROBUST MEDIAN ESTIMATOR FOR GENERALIZED LINEAR MODELS WITH BINARY RESPONSES

Original language description

The paper investigates generalized linear models (GLM's) with binary responses such as the logistic, probit, log-log, complementary log-log, scobit and power logit models. It introduces a median estimator of the underlying structural parameters of thesemodels based on statistically smoothed binary responses. Consistency and asymptotic normality of this estimator are proved. Examples of derivation of the asymptotic covariance matrix under the above mentioned models are presented. Finally some comments concerning a method called enhancement and robustness of median estimator are given and results of simulation experiment comparing behavior of median estimator with other robust estimators for GLM's known from the literature are reported.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2012

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Kybernetika

ISSN

0023-5954

e-ISSN

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Volume of the periodical

48

Issue of the periodical within the volume

4

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

27

Pages from-to

768-794

UT code for WoS article

000310190200008

EID of the result in the Scopus database

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