کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
417169 681464 2008 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An algorithm for robust linear estimation with grouped data
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
An algorithm for robust linear estimation with grouped data
چکیده انگلیسی

An algorithm which is valid to estimate the parameters of linear models under several robust conditions is presented. With respect to the robust conditions, firstly, the dependent variables may be either non-grouped or grouped. Secondly, the distribution of the errors may vary within the wide class of the strongly unimodal distributions, either symmetrical or non-symmetrical. Finally, the variance of the errors is unknown. Under these circumstances the algorithm is not only capable of estimating the parameters (slopes and error variance) of the linear model, but also the asymptotic covariance matrix of the linear parameters. This opens the possibility of making inferences in terms of either multiple confidence regions or hypothesis testing.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 53, Issue 2, 15 December 2008, Pages 255–271
نویسندگان
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