標(biāo)題: Titlebook: Directions in Robust Statistics and Diagnostics; Part II Werner Stahel,Sanford Weisberg Conference proceedings 1991 Springer-Verlag New Yor [打印本頁(yè)] 作者: ONSET 時(shí)間: 2025-3-21 17:15
書(shū)目名稱Directions in Robust Statistics and Diagnostics影響因子(影響力)
書(shū)目名稱Directions in Robust Statistics and Diagnostics影響因子(影響力)學(xué)科排名
書(shū)目名稱Directions in Robust Statistics and Diagnostics網(wǎng)絡(luò)公開(kāi)度
書(shū)目名稱Directions in Robust Statistics and Diagnostics網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱Directions in Robust Statistics and Diagnostics被引頻次
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書(shū)目名稱Directions in Robust Statistics and Diagnostics讀者反饋
書(shū)目名稱Directions in Robust Statistics and Diagnostics讀者反饋學(xué)科排名
作者: AWL 時(shí)間: 2025-3-21 22:10
Configural Polysampling, sampling distributions. By including a heavy-tailed distribution along with the Gaussian in the collection of sampling distributions, inference procedures that are robust against heavy-tailed deviations from the Gaussian are obtained. The conditional point of view we referred to, can - and should -作者: SCORE 時(shí)間: 2025-3-22 02:27 作者: Functional 時(shí)間: 2025-3-22 04:56
Unmasking Multivariate Outliers and Leverage Points by Means of BMDP3R,te location and covariance are considered, using the P3R and PAR programs from the widely available statistical package BMDP. Multivariate outliers are detected using robust distances based on the MVE estimators of the explanatory variables. The identification of leverage points in linear regression作者: enormous 時(shí)間: 2025-3-22 12:27 作者: 血友病 時(shí)間: 2025-3-22 15:01 作者: 血友病 時(shí)間: 2025-3-22 18:03
Robust Testing of Functionals,ur paper, the multisided testing problem about .,.which extends the classical multiparameter hypotheses to nonparametrized measures, is studied using a locally asymptotic robust approach. Assuming any full infinitesimal neighborhoods, and i.i.d. observations, we derive a locally asymptotic maximin (作者: Picks-Disease 時(shí)間: 2025-3-22 22:51
Robustness of the ,-Subset Algorithm for Regression with High Breakdown Point,es estimator. Unfortunately, its exact computation is quite difficult because the objective function may have a large number of local minima. Therefore, we have been using an approximate algorithm based on .-subsets. In this paper we prove that the algorithm shares the equivariance and good breakdow作者: concubine 時(shí)間: 2025-3-23 03:45
Robust Distances: Simulations and Cutoff Values,gested to use the Minimum Volume Ellipsoid estimator, which can be computed using a resampling algorithm. In this paper the small sample behavior of the robust distances is studied by means of simulation. We obtain a correction factor yielding approximately correct coverage percentages for the corre作者: 明智的人 時(shí)間: 2025-3-23 08:16
Diagnostics for Regression-Arma Time Series,ype II) outlier. Commonly these outliers have been modelled as mean-shift outliers, but variance-shift outliers may also be considered. In this paper we formulate the resulting 4 outlier types (mean-shift observation outlier, variance-shift observation outlier, mean-shift innovation outlier, and var作者: 微粒 時(shí)間: 2025-3-23 10:04
General Approaches to Stepwise Identification of Unusual Values in Data Analysis, directly (via some detection procedure). This paper summarizes the backwards-stepping approach to the detection of unusual values in a data set. This approach has the advantages of simplicity of application, flexibility, and resistance to masking effects. Application to univariate, multivariate, an作者: 壓迫 時(shí)間: 2025-3-23 17:48 作者: 嚴(yán)重傷害 時(shí)間: 2025-3-23 18:11 作者: enumaerate 時(shí)間: 2025-3-24 01:35 作者: 笨重 時(shí)間: 2025-3-24 05:21 作者: 蔑視 時(shí)間: 2025-3-24 07:42
Adaptive Efficient Weighted Least Squares With Dependent Observations,atrix of the ordinary least squares (OLS) estimator for the parameters of the linear regression model despite the possible presence of heteroskedasticity of unknown form. In this sense, such covariance matrix estimators are “robust” to unequal scale of the regression errors. Cragg [1983] proposed pa作者: Ige326 時(shí)間: 2025-3-24 11:55
Regression Quantile Diagnostics for Multiple Outliers, it is shown that the “l(fā)east median of squares” estimator is . an elemental solutions (i.e., fit exactly by . observations), but is determined to have exactly . + 1) equal residuals when there are . parameters.作者: overhaul 時(shí)間: 2025-3-24 15:00
Robust Testing of Functionals,ity, however, degenerates to some kind of unbiasedness since all other “estimator tests” .(.) with . ≠ . achieve asymptotic minimum power zero..The selection of the functional .(.) to be tested leads to nontrivial optimality problems. In the one dimensional, onesided case,.one may want to test ε-con作者: 鑒賞家 時(shí)間: 2025-3-24 22:54
Consumer Datesware,on sense and the fact that not all initial analysis should be robust. It seems possible that the frequent use and poor understanding of regression may make it the easiest place for robust techniques (adequately enhanced by graphical diagnosis and procedures to help choose expressions) to penetrate d作者: 變形 時(shí)間: 2025-3-25 01:31
0940-6573 e the required inferences. If, how- ever, the parametric model is not completely correct, then the standard inferential methods may not give reasonable answers.978-1-4612-8772-8978-1-4612-4444-8Series ISSN 0940-6573 Series E-ISSN 2198-3224 作者: Decimate 時(shí)間: 2025-3-25 07:01
Conference proceedings 1991ric mod- elling. Parametric models can give a problem sufficient structure to allow standard, well understood paradigms to be applied to make the required inferences. If, how- ever, the parametric model is not completely correct, then the standard inferential methods may not give reasonable answers.作者: PRISE 時(shí)間: 2025-3-25 11:28
Tom Stoppard: Open to the Public it is shown that the “l(fā)east median of squares” estimator is . an elemental solutions (i.e., fit exactly by . observations), but is determined to have exactly . + 1) equal residuals when there are . parameters.作者: Charlatan 時(shí)間: 2025-3-25 13:00 作者: Expediency 時(shí)間: 2025-3-25 19:30 作者: resuscitation 時(shí)間: 2025-3-25 20:50
0940-6573 four weeks of the six week IMA 1989 summer program "Robustness, Diagnostics, Computing and Graphics in Statistics". An important objective of the organizers was to draw a broad set of statisticians working in robustness or diagnostics into collaboration on the challenging problems in these areas, p作者: A保存的 時(shí)間: 2025-3-26 01:02
Small Sample Properties of Robust Analyses of Linear Models Based on R-Estimates: A Survey, robust analyses and surveys past studies of it. With increasing speed of computation, resampling techniques have become feasible solutions to this studentizing problem. Some discussion of these techniques is also offered. To illustrate the discussion a Monte Carlo study of several experiments is included.作者: ureter 時(shí)間: 2025-3-26 07:02
Unmasking Multivariate Outliers and Leverage Points by Means of BMDP3R, is based on the combined use of the LMS standardized residuals and the robust distances of the explanatory regression variables. FORTRAN procedures and the required BMDP input to produce the corresponding robust estimates are presented. The Hawkins-Bradu-Kass data is used as a test example.作者: 祝賀 時(shí)間: 2025-3-26 09:02
Robustness of the ,-Subset Algorithm for Regression with High Breakdown Point,n properties of the exact estimator. The same result is also valid for other high-breakdown-point estimators. Finally, the special case of one-dimensional location is discussed separately because of unexpected results concerning half samples.作者: 猛然一拉 時(shí)間: 2025-3-26 13:01 作者: inundate 時(shí)間: 2025-3-26 20:46 作者: animated 時(shí)間: 2025-3-27 00:56
General Approaches to Stepwise Identification of Unusual Values in Data Analysis,d regression data, as well as other problems, is discussed. Simulations are used to investigate the properties of this strategy for data analysis. It is shown that identification of unusual values using appropriate detection procedures can be considerably more effective than indirect detection using a robust analysis.作者: thrombus 時(shí)間: 2025-3-27 04:26 作者: 反對(duì) 時(shí)間: 2025-3-27 08:06 作者: Thymus 時(shí)間: 2025-3-27 10:30 作者: Eeg332 時(shí)間: 2025-3-27 14:23
https://doi.org/10.1057/9780230378612igation of omitted predictor variables. Techniques are discussed, together with details of their routine implementation within a knowledge-based front-end system GLIMPSE. Wherever possible, graphical displays are used; complemented by formal test statistics as appropriate.作者: Terrace 時(shí)間: 2025-3-27 20:14 作者: 清真寺 時(shí)間: 2025-3-28 01:07
Glimpse: An Assessor of GLM Misspecification,igation of omitted predictor variables. Techniques are discussed, together with details of their routine implementation within a knowledge-based front-end system GLIMPSE. Wherever possible, graphical displays are used; complemented by formal test statistics as appropriate.作者: compose 時(shí)間: 2025-3-28 04:20 作者: 發(fā)出眩目光芒 時(shí)間: 2025-3-28 08:09
Adaptive Efficient Weighted Least Squares With Dependent Observations,asymptotic variance than OLS. However, Cragg’s estimators are not guaranteed to have minimum asymptotic variance, so the presence of heteroskedasticity of unknown form can still have adverse consequences for the power of tests based on these estimators.作者: 護(hù)航艦 時(shí)間: 2025-3-28 10:59
Mark R. Nerlich,Volker Kirchberg robust analyses and surveys past studies of it. With increasing speed of computation, resampling techniques have become feasible solutions to this studentizing problem. Some discussion of these techniques is also offered. To illustrate the discussion a Monte Carlo study of several experiments is included.作者: 驕傲 時(shí)間: 2025-3-28 15:13
Italy: The Case of the Revenue Agency is based on the combined use of the LMS standardized residuals and the robust distances of the explanatory regression variables. FORTRAN procedures and the required BMDP input to produce the corresponding robust estimates are presented. The Hawkins-Bradu-Kass data is used as a test example.作者: 不規(guī)則的跳動(dòng) 時(shí)間: 2025-3-28 20:58 作者: Abrade 時(shí)間: 2025-3-28 23:20 作者: PACT 時(shí)間: 2025-3-29 06:09 作者: Insensate 時(shí)間: 2025-3-29 08:37
Staged Normality in Shakespeare‘s Englandd regression data, as well as other problems, is discussed. Simulations are used to investigate the properties of this strategy for data analysis. It is shown that identification of unusual values using appropriate detection procedures can be considerably more effective than indirect detection using a robust analysis.作者: 不能強(qiáng)迫我 時(shí)間: 2025-3-29 12:09 作者: 著名 時(shí)間: 2025-3-29 18:57
Old Cops: Occupational Aging in a Film Genrey that depends systematically upon . and the .’s; (b) re-expression (transformation) of either . or one or more .’s; (c) data that can be divided into two or more portions, each of which can be much better fitted separately than together.作者: Optometrist 時(shí)間: 2025-3-29 21:54
Conference proceedings 1991s of the six week IMA 1989 summer program "Robustness, Diagnostics, Computing and Graphics in Statistics". An important objective of the organizers was to draw a broad set of statisticians working in robustness or diagnostics into collaboration on the challenging problems in these areas, particularl作者: 背帶 時(shí)間: 2025-3-30 00:31 作者: 漫不經(jīng)心 時(shí)間: 2025-3-30 07:43 作者: Substance 時(shí)間: 2025-3-30 10:43 作者: BARGE 時(shí)間: 2025-3-30 16:09 作者: engender 時(shí)間: 2025-3-30 20:34 作者: interpose 時(shí)間: 2025-3-30 23:21
https://doi.org/10.1007/978-3-319-43536-7Research directions in robust statistics are listed and partly commented. The intention is to help stimulating research in topics which are important according to the author’s perception. The reference list includes more than 500 items, mainly of the years 1985–1990.作者: 甜瓜 時(shí)間: 2025-3-31 02:55
Regression Diagnostics for Rank-Based Methods II,Some diagnostics based on .-estimates of regression coefficients are developed. .-estimates are not as sensitive to outliers in the . -space as least squares estimates. In data sets with several such outliers, the .-diagnostics have a greater chance of detecting these outliers. Robust analogues of the external .-statistic and . are developed.作者: 凝乳 時(shí)間: 2025-3-31 05:27
Robust Multivariate Spectral Analysis of the EEG,The multichannel electroencephalogram (EEG), obtained from an array of scalp electrodes, can be looked at as a realization of a multivariate stochastic process, whose second order properties are investigated by the methods of spectral analysis.作者: BILK 時(shí)間: 2025-3-31 10:33 作者: Efflorescent 時(shí)間: 2025-3-31 14:28
Mark R. Nerlich,Volker Kirchberg squares analysis in analyzing linear models. Much of the work done on robust analyses of linear models has concerned their asymptotic properties. To be of practical interest, though, the small sample properties of these analyses need to be ascertained. This article discusses studentization of these作者: 獨(dú)輪車(chē) 時(shí)間: 2025-3-31 21:03 作者: Nonporous 時(shí)間: 2025-3-31 23:56 作者: constitute 時(shí)間: 2025-4-1 03:42 作者: cacophony 時(shí)間: 2025-4-1 06:11
https://doi.org/10.1057/9780230378612n developed to facilitate the routine fitting of generalized linear models but most provide few facilities to enable the assessment of the adequacy of these models. Both the informal and formal techniques of model checking can be of equal importance and utility in this respect. Six types of assessme作者: Pander 時(shí)間: 2025-4-1 10:19
Tom Stoppard: Open to the Publicstical inference, the regression quantile computation provides useful information concerning the presence of outliers. Two methods based on regression quantiles can be suggested; one involves “peeling” observations fit exactly by extreme quantiles, and the other comes more directly from the computat作者: hemorrhage 時(shí)間: 2025-4-1 15:11
Simon Gray: Bloody Finished at Lastur paper, the multisided testing problem about .,.which extends the classical multiparameter hypotheses to nonparametrized measures, is studied using a locally asymptotic robust approach. Assuming any full infinitesimal neighborhoods, and i.i.d. observations, we derive a locally asymptotic maximin (作者: nutrition 時(shí)間: 2025-4-1 18:55
Children, Normality, and Domestic Tragedyes estimator. Unfortunately, its exact computation is quite difficult because the objective function may have a large number of local minima. Therefore, we have been using an approximate algorithm based on .-subsets. In this paper we prove that the algorithm shares the equivariance and good breakdow作者: ABHOR 時(shí)間: 2025-4-2 00:34
Shakespeare’s Strange Conventionalitygested to use the Minimum Volume Ellipsoid estimator, which can be computed using a resampling algorithm. In this paper the small sample behavior of the robust distances is studied by means of simulation. We obtain a correction factor yielding approximately correct coverage percentages for the corre
