지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국자료분석학회 Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제9권 제2호
- 발행연도
- 2007.1
- 수록면
- 535 - 543 (9page)
이용수
초록· 키워드
오류제보하기
We propose a robust estimator in ridge regression using the least trimmed squares. We call this estimator the ridge least trimmed squares estimator(RLTSE). We show that RLTSE has a high breakdown point, and develop an algorithm for the proposed estimates. The algorithm is very fast and the convergence of the algorithm can be proved. Simulations are performed to compare the efficiencies of RLTSE with that of the ridge least squares estimator. The results show that the former is more efficient than the latter when the errors have outliers or leverages. And a numerical example is given to illustrate the effectiveness of the proposed estimate.
목차
등록된 정보가 없습니다.
참고문헌 (13)
참고문헌 신청
Askin, R. G. / 1980 / Augmented robust estimators / Technometrics 22 : 333 ~ 341
Atkinson, A. / 2000 / Robust Diagnostic Regression Analysis / Springer
Brownlee, K. A. / 1965 / Statistical Theory and Methodology in Science and Engineering / John Wiley & Sons
Donoho, D. L. / 1983 / The notion of breakdown point. In A Festschrift for Erich Lehmann / Wadsworth : 157 ~ 184
Hawkins, D. M. / 1994 / The feasible solution algorithm for least trimmed squares regression / Computational Statistics & Data Analysis 17 : 185 ~ 196
Atkinson, A. / 2000 / Robust Diagnostic Regression Analysis / Springer
Brownlee, K. A. / 1965 / Statistical Theory and Methodology in Science and Engineering / John Wiley & Sons
Donoho, D. L. / 1983 / The notion of breakdown point. In A Festschrift for Erich Lehmann / Wadsworth : 157 ~ 184
Hawkins, D. M. / 1994 / The feasible solution algorithm for least trimmed squares regression / Computational Statistics & Data Analysis 17 : 185 ~ 196
함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
A Robust Hybrid Estimator for Linear Regression
Journal of The Korean Data Analysis Society
2010 .01
-
A Combined Robust Estimator Between the Least Squares Estimator and a t-type Regression Estimator
Journal of The Korean Data Analysis Society
2011 .01
-
NONLINEAR ASYMMETRIC LEAST SQUARES ESTIMATORS
JKSS(Journal of the Korean Statistical Society)
2003 .01
-
A Comparison of Estimators in Mixed Models
Journal of The Korean Data Analysis Society
2004 .01
-
Multi-Block L-Estimation in Symmetric Location Model
Journal of The Korean Data Analysis Society
2014 .01
-
Nonlinear Regression Quantile Estimators
JKSS(Journal of the Korean Statistical Society)
2001 .01
-
ROBUST CROSS VALIDATIONS IN RIDGE REGRESSION
Journal of applied mathematics & informatics
2009 .01
-
Another Look at Combined Intrablock and Interblock Estimation in Block Designs
JKSS(Journal of the Korean Statistical Society)
1986 .01
-
Estimation in Autoregressive Process with Non-negative Innovations
한국데이터정보과학회지
1992 .06
-
Limiting Distributions of Trimmed Least Squares Estimators in Unstable AR(1) Models
JKSS(Journal of the Korean Statistical Society)
1999 .01
-
A Robust Wald-Ttype Test in Linear Regression
JKSS(Journal of the Korean Statistical Society)
1997 .01
이 논문의 저자 정보
최근 본 자료
댓글(0)
0