Robust Estimation Techniques for Location Parameter Estimation of Symmetric Distributions

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ISBN 13 :
Total Pages : 107 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis Robust Estimation Techniques for Location Parameter Estimation of Symmetric Distributions by :

Download or read book Robust Estimation Techniques for Location Parameter Estimation of Symmetric Distributions written by and published by . This book was released on 1972 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt: Several robust estimators are considered for analysis and explanation. Monte Carlo techniques are used to investigate the efficiency of these robust estimators relative to the best estimator for the distribution under consideration. Sample sizes of 12 and 24 were drawn 4200 times from five symmetric probability distributions. The results show that over a class of distributions the robust estimators provide a higher guaranteed efficiency than the best estimator for any particular distribution in the family. Some interesting results are apparent from an analysis of the graphs in Appendix C indicating some upper bounds on the size of the Monte Carlo sample when conducting this type of study.

Robust Estimation Techniques for Location Parameter Estimation of Symmetric Distributions

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (132 download)

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Book Synopsis Robust Estimation Techniques for Location Parameter Estimation of Symmetric Distributions by : John Caso (CAPT, USAF.)

Download or read book Robust Estimation Techniques for Location Parameter Estimation of Symmetric Distributions written by John Caso (CAPT, USAF.) and published by . This book was released on 1972 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Minimum Distance and Robust Estimation

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Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis Minimum Distance and Robust Estimation by : William C. Parr

Download or read book Minimum Distance and Robust Estimation written by William C. Parr and published by . This book was released on 1978 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust and consistent of the location parameter of an asymmetric distribution and general, non-location and scale parameter estimation problems have been vexing problems in the history of robustness studies. The minimum distance (MD) estimation method is shown to provide a heuristically reasonable mode of attack for these problems which also leads to excellent robustness properties. Both asymptotic and Monte Carlo results for the familiar case of estimation of the location parameter of a symmetric distribution support this proposition, showing MD-estimators to be competitive with some of the better estimators thus far proposed. (Author).

Robustness in Statistics

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ISBN 13 :
Total Pages : 330 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Robustness in Statistics by : Robert L. Launer

Download or read book Robustness in Statistics written by Robert L. Launer and published by . This book was released on 1979 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to robust estimation; The robustness of residual displays; Robust smoothing; Robust pitman-like estimators; Robust estimation in the presence of outliers; Study of robustness by simulation: particularly improvement by adjustment and combination; Robust techniques for the user; Application of robust regression to trajectory data reduction; Tests for censoring of extreme values (especially) when population distributions are incompletely defined; Robust estimation for time series autoregressions; Robust techniques in communication; Robustness in the strategy of scientific model building; A density-quantile function perspective on robust.

Simple and Robust Linear Estimation of the Location Parameter of a Symmetric Distribution

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Publisher :
ISBN 13 :
Total Pages : 808 pages
Book Rating : 4.:/5 (584 download)

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Book Synopsis Simple and Robust Linear Estimation of the Location Parameter of a Symmetric Distribution by : James John Filliben

Download or read book Simple and Robust Linear Estimation of the Location Parameter of a Symmetric Distribution written by James John Filliben and published by . This book was released on 1978 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robust Estimation and Testing

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Publisher : John Wiley & Sons
ISBN 13 : 1118165497
Total Pages : 382 pages
Book Rating : 4.1/5 (181 download)

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Book Synopsis Robust Estimation and Testing by : Robert G. Staudte

Download or read book Robust Estimation and Testing written by Robert G. Staudte and published by John Wiley & Sons. This book was released on 2011-09-15 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.

Robust Regression Estimation Methods and Intercept Bias

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Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Robust Regression Estimation Methods and Intercept Bias by : James McDonald

Download or read book Robust Regression Estimation Methods and Intercept Bias written by James McDonald and published by . This book was released on 2016 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust estimation techniques based on symmetric probability distributions are often substituted for OLS to obtain efficient regression parameters with thick-tail distributed data. The empirical, simulation and theoretical results in this paper show that with skewed distributed data, symmetric robust estimation techniques produce biased regression intercepts. This paper evaluates robust methods in estimating the capital asset pricing model and shows skewed stock returns data used with symmetric robust estimation techniques produce biased alphas. The results support the recommendation that robust estimation using the skewed generalized T family of distributions may be used to obtain more efficient and unbiased estimates with skewness.

Contributions to the Theory of Robust Estimation

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ISBN 13 :
Total Pages : 230 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Contributions to the Theory of Robust Estimation by : Frank R. Hampel

Download or read book Contributions to the Theory of Robust Estimation written by Frank R. Hampel and published by . This book was released on 1968 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robust Estimates of Location

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Publisher : Princeton University Press
ISBN 13 : 1400867010
Total Pages : 384 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Robust Estimates of Location by : David F. Andrews

Download or read book Robust Estimates of Location written by David F. Andrews and published by Princeton University Press. This book was released on 2015-03-08 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Because estimation involves inferring information about an unknown quantity on the basis of available data, the selection of an estimator is influenced by its ability to perform well under the conditions that are assumed to underlie the data. Since these conditions are never known exactly, the estimators chosen must be robust; i.e., they must be able to perform well under a variety of underlying conditions. The theory of robust estimation is based on specified properties of specified estimators under specified conditions. This book was written as the result of a study undertaken to establish the interaction of these three components over as large a range as possible. Originally published in 1972. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Robust Estimation and Regression

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Publisher :
ISBN 13 :
Total Pages : 288 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Robust Estimation and Regression by : Hai-Li Hsiang Wang

Download or read book Robust Estimation and Regression written by Hai-Li Hsiang Wang and published by . This book was released on 1979 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Directions in Robust Statistics and Diagnostics

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Publisher : IMA Volumes in Mathematics and its Applications
ISBN 13 :
Total Pages : 408 pages
Book Rating : 4.X/5 (2 download)

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Book Synopsis Directions in Robust Statistics and Diagnostics by : Werner Stahel

Download or read book Directions in Robust Statistics and Diagnostics written by Werner Stahel and published by IMA Volumes in Mathematics and its Applications. This book was released on 1991-04-18 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers from a conference organized as part of the summer 1989 program of the Institute for Mathematics and its Applications at the University of Minnesota.

Configural Polysampling

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Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 258 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Configural Polysampling by : Stephan Morgenthaler

Download or read book Configural Polysampling written by Stephan Morgenthaler and published by Wiley-Interscience. This book was released on 1991-04-25 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a broad readership--both novice and advanced students and researchers--with a solid introduction to conditional thinking in a robust setting. Using a minimum of mathematics, it considers three types of parameters: location, scale and regression slopes. Recognizing their importance to performance evaluation, the book focuses on confrontations of a small number of suitably disparate shapes as well as on invariance.

Estimation Techniques for Distributed Parameter Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 1461237009
Total Pages : 328 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Estimation Techniques for Distributed Parameter Systems by : H.T. Banks

Download or read book Estimation Techniques for Distributed Parameter Systems written by H.T. Banks and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: The research detailed in this monograph was originally motivated by our interest in control problems involving partial and delay differential equations. Our attempts to apply control theory techniques to such prob lems in several areas of science convinced us that in the need for better and more detailed models of distributed/ continuum processes in biology and mechanics lay a rich, interesting, and challenging class of fundamen tal questions. These questions, which involve science and mathematics, are typical of those arising in inverse or parameter estimation problems. Our efforts on inverse problems for distributed parameter systems, which are infinite dimensional in the most common realizations, began about seven years ago at a time when rapid advances in computing capabilities and availability held promise for significant progress in the development of a practically useful as well as theoretically sound methodology for such problems. Much of the research reported in our presentation was not begun when we outlined the plans for this monograph some years ago. By publishing this monograph now, when only a part of the originally intended topics are covered (see Chapter VII in this respect), we hope to stimulate the research and interest of others in an area of scientific en deavor which has exceeded even our optimistic expectations with respect to excitement, opportunity, and stimulation. The computer revolution alluded to above and the development of new codes allow one to solve rather routinely certain estimation problems that would have been out of the question ten years ago.

Understanding Robust and Exploratory Data Analysis

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Publisher : John Wiley & Sons
ISBN 13 : 0471384917
Total Pages : 484 pages
Book Rating : 4.4/5 (713 download)

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Book Synopsis Understanding Robust and Exploratory Data Analysis by : David C. Hoaglin

Download or read book Understanding Robust and Exploratory Data Analysis written by David C. Hoaglin and published by John Wiley & Sons. This book was released on 2000-06-02 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in hardcover in 1982, this book is now offered in a Wiley Classics Library edition. A contributed volume, edited by some of the preeminent statisticians of the 20th century, Understanding of Robust and Exploratory Data Analysis explains why and how to use exploratory data analysis and robust and resistant methods in statistical practice.

A Collection of Three Papers on the Robust Estimation of Location Parameter (nonparametrics).

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Publisher :
ISBN 13 :
Total Pages : 158 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis A Collection of Three Papers on the Robust Estimation of Location Parameter (nonparametrics). by : A. K. Md. Ehsanes Saleh

Download or read book A Collection of Three Papers on the Robust Estimation of Location Parameter (nonparametrics). written by A. K. Md. Ehsanes Saleh and published by . This book was released on 1978 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robust Estimation with Non-normal Data and Finite Samples in the Analysis of Covariance Structures

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Publisher :
ISBN 13 :
Total Pages : 522 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Robust Estimation with Non-normal Data and Finite Samples in the Analysis of Covariance Structures by : Susan Joan Henly

Download or read book Robust Estimation with Non-normal Data and Finite Samples in the Analysis of Covariance Structures written by Susan Joan Henly and published by . This book was released on 1991 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Aspects of Efficiency Robust Estimation of Location

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Publisher :
ISBN 13 :
Total Pages : 448 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Aspects of Efficiency Robust Estimation of Location by : David Lynn Hall

Download or read book Aspects of Efficiency Robust Estimation of Location written by David Lynn Hall and published by . This book was released on 1980 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: