Statistics Discussion Group

Speaker: Ash Abebe

Title: Jaeckel-Hettmansperger-McKean Analysis of the Linear Model

Abstract: I will introduce the Jaeckel-Hettmansperger-McKean (JHM) approach of robust and efficient parameter estimation via minimization of rank-based pseudo-norms. JHM methods have been applied to estimation and testing problems ranging from simple location problems all the way to complex nonlinear regression problems. For location and one-way models, JHM approaches are equivalent to the rank-transformation methods Mann-Whitney-Wilcoxon and Kruskal-Wallis, respectively. However, the rank- transformation method does not extend nicely to models with interaction or linear models in general. My talk will cover JHM estimation in the linear model including a recent extension to hierarchical linear mixed models. 

The last part of the talk is based on joint work with Yusuf Bilgic, John Kloke, and Joe McKean.