Semangat Maju Terus Pantang MACET

Jangan sesali hari kemarin, jangan takut menatap masa depan, syukurilah hari ini

MULTIVARIATE REGRESSION S-ESTIMATORS FOR ROBUST ESTIMATION AND INFERENCE

Posted by dhin pada 26 April 2009

MULTIVARIATE REGRESSION S-ESTIMATORS FOR ROBUST ESTIMATION AND INFERENCE

Stefan Van Aelst and Gert Willems
Ghent University and University of Antwerp

Abstract: In this paper we consider S-estimators for multivariate regression. We study the robustness of the estimators in terms of their breakdown point and influence function. Our results extend results on S-estimators in the context of uni- variate regression and multivariate location and scatter. Furthermore we develop a fast and robust bootstrap method for the multivariate S-estimators to obtain inference for the regression parameters. Extensive simulation studies are performed to investigate finite-sample properties. The use of the S-estimators and the fast, robust bootstrap method is illustrated on some real-data examples.


Free Download

MULTIVARIATE REGRESSION S-ESTIMATORS FOR ROBUST ESTIMATION AND INFERENCE

Tinggalkan Balasan

Isikan data di bawah atau klik salah satu ikon untuk log in:

Logo WordPress.com

You are commenting using your WordPress.com account. Logout / Ubah )

Gambar Twitter

You are commenting using your Twitter account. Logout / Ubah )

Foto Facebook

You are commenting using your Facebook account. Logout / Ubah )

Foto Google+

You are commenting using your Google+ account. Logout / Ubah )

Connecting to %s

 
%d blogger menyukai ini: