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Kenneth D. Lawrence
Robust Regression [PDF ebook]
Analysis and Applications

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Copertina de Kenneth D. Lawrence: Robust Regression (PDF)

Robust Regression: Analysis and Applications characterizes robust estimators in terms of how much they weight each observation discusses generalized properties of Lp-estimators. Includes an algorithm for identifying outliers using least absolute value criterion in regression modeling reviews redescending M-estimators studies Li linear regression proposes the best linear unbiased estimators for fixed parameters and random errors in the mixed linear model summarizes known properties of Li estimators for time series analysis examines ordinary least squares, latent root regression, and a robust regression weighting scheme and evaluates results from five different robust ridge regression estimators.

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Format PDF ● Pagini 310 ● ISBN 9781351418287 ● Editura CRC Press ● Publicat 2019 ● Descărcabil 3 ori ● Valută EUR ● ID 7066216 ● Protecție împotriva copiilor Adobe DRM

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