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題名 Computing Least Trimmed Squares Regression with the Forward Search
作者 Atkinson A.C;鄭宗記
Cheng,Tsung-Chi
貢獻者 統計系
日期 1999.11
上傳時間 6-Nov-2014 18:23:10 (UTC+8)
摘要 Least trimmed squares (LTS) provides a parametric family of high breakdown estimators in regression with better asymptotic properties than least median of squares (LMS) estimators. We adapt the forward search algorithm of Atkinson (1994) to LTS and provide methods for determining the amount of data to be trimmed. We examine the efficiency of different trimming proportions by simulation and demonstrate the increasing efficiency of parameter estimation as larger proportions of data are fitted using the LTS criterion. Some standard data examples are analysed. One shows that LTS provides more stable solutions than LMS.
關聯 Statistics and Computing9(4),251-263
資料類型 article
dc.contributor 統計系en_US
dc.creator (作者) Atkinson A.C;鄭宗記en_US
dc.creator (作者) Cheng,Tsung-Chien_US
dc.date (日期) 1999.11en_US
dc.date.accessioned 6-Nov-2014 18:23:10 (UTC+8)-
dc.date.available 6-Nov-2014 18:23:10 (UTC+8)-
dc.date.issued (上傳時間) 6-Nov-2014 18:23:10 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/71197-
dc.description.abstract (摘要) Least trimmed squares (LTS) provides a parametric family of high breakdown estimators in regression with better asymptotic properties than least median of squares (LMS) estimators. We adapt the forward search algorithm of Atkinson (1994) to LTS and provide methods for determining the amount of data to be trimmed. We examine the efficiency of different trimming proportions by simulation and demonstrate the increasing efficiency of parameter estimation as larger proportions of data are fitted using the LTS criterion. Some standard data examples are analysed. One shows that LTS provides more stable solutions than LMS.en_US
dc.format.extent 412310 bytes-
dc.format.mimetype application/pdf-
dc.language.iso en_US-
dc.relation (關聯) Statistics and Computing9(4),251-263en_US
dc.title (題名) Computing Least Trimmed Squares Regression with the Forward Searchen_US
dc.type (資料類型) articleen