1. NCCU Academic Hub
  2. 學術產出
  3. 商學院
  4. 期刊論文
  5. Item

學術產出-期刊論文

文章檢視/開啟

書目匯出

Google ScholarTM

政大圖書館

引文資訊

TAIR相關學術產出

題名 Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
作者 Cheng, Tsung-Chi;Biswas, Atanu
鄭宗記
貢獻者 統計系
關鍵詞 Forward search algorithm;Mahalanobis distance;Maximum trimmed likelihood estimator;Minimum covariance determinant estimator;Mixed data;Multiple outliers;Robust diagnostics
日期 2008-01
上傳時間 24-八月-2015 15:00:37 (UTC+8)
摘要 In this article, we apply the maximum trimmed likelihood (MTL) approach [Hadi, A.S., Luceño, A., 1997. Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms. Comput. Statist. Data Anal. 25, 251–272] to obtain the robust estimators of multivariate location and shape, especially for data mixed with continuous and categorical variables. The forward search algorithm [Atkinson, A.C., 1994. Fast very robust methods for the detection of multiple outliers. J. Amer. Statist. Assoc. 89, 1329–1339] is adapted to compute the proposed MTL estimates. A simulation study shows that the proposed estimator outperforms the classical maximum likelihood estimator when outliers exist in data. Real data sets are also used to illustrate the method and results of the detection of the outliers.
關聯 Computational Statistics & Data Analysis, 52(4), 2042-2065
資料類型 article
DOI http://dx.doi.org/10.1016/j.csda.2007.06.026
dc.contributor 統計系
dc.creator (作者) Cheng, Tsung-Chi;Biswas, Atanu
dc.creator (作者) 鄭宗記zh_TW
dc.date (日期) 2008-01
dc.date.accessioned 24-八月-2015 15:00:37 (UTC+8)-
dc.date.available 24-八月-2015 15:00:37 (UTC+8)-
dc.date.issued (上傳時間) 24-八月-2015 15:00:37 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/77960-
dc.description.abstract (摘要) In this article, we apply the maximum trimmed likelihood (MTL) approach [Hadi, A.S., Luceño, A., 1997. Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms. Comput. Statist. Data Anal. 25, 251–272] to obtain the robust estimators of multivariate location and shape, especially for data mixed with continuous and categorical variables. The forward search algorithm [Atkinson, A.C., 1994. Fast very robust methods for the detection of multiple outliers. J. Amer. Statist. Assoc. 89, 1329–1339] is adapted to compute the proposed MTL estimates. A simulation study shows that the proposed estimator outperforms the classical maximum likelihood estimator when outliers exist in data. Real data sets are also used to illustrate the method and results of the detection of the outliers.
dc.format.extent 1446714 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Computational Statistics & Data Analysis, 52(4), 2042-2065
dc.subject (關鍵詞) Forward search algorithm;Mahalanobis distance;Maximum trimmed likelihood estimator;Minimum covariance determinant estimator;Mixed data;Multiple outliers;Robust diagnostics
dc.title (題名) Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1016/j.csda.2007.06.026
dc.doi.uri (DOI) http://dx.doi.org/10.1016/j.csda.2007.06.026