|Table of Contents|

Depth-Weighted LSE for Linear Regression Model and the Fit-Test(PDF)

《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2008年03期
Page:
39-43
Research Field:
数学
Publishing date:

Info

Title:
Depth-Weighted LSE for Linear Regression Model and the Fit-Test
Author(s):
Fan Yunzheng1; Lin Lu2
1.School of Science,Nantong University,Nantong 226007,China
Keywords:
robustness;  statistica l dep th;  depth-w eigh ted;  LSE
PACS:
O212.1
DOI:
-
Abstract:
The ordinary Least Squares Estim ate ( LSE) in linear regress ion model is no t robust form any cases. A c lass o f projection-based depth functions, depth-w e ighted m ean and depth-w e ighted LSE w ere studied. These estim ates had desirable robustness. The prob lem of testing the fit of linear regression m ode l under the depth-w e ighted LSE w ere a lso d iscussed.

References:

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Memo

Memo:
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Last Update: 2013-05-05