[1]范允征,林 路.线性回归模型的深度加权最小二乘估计和拟合检验[J].南京师范大学学报(自然科学版),2008,31(03):39-43.
 Fan Yunzheng,Lin Lu.Depth-Weighted LSE for Linear Regression Model and the Fit-Test[J].Journal of Nanjing Normal University(Natural Science Edition),2008,31(03):39-43.
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线性回归模型的深度加权最小二乘估计和拟合检验()
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《南京师范大学学报》(自然科学版)[ISSN:1001-4616/CN:32-1239/N]

卷:
第31卷
期数:
2008年03期
页码:
39-43
栏目:
数学
出版日期:
2008-09-30

文章信息/Info

Title:
Depth-Weighted LSE for Linear Regression Model and the Fit-Test
作者:
范允征1 林 路2
( 1. 南通大学理学院, 江苏南通226007)
( 2. 山东大学数学与系统科学学院, 山东济南250100 )
Author(s):
Fan Yunzheng1Lin Lu2
1.School of Science,Nantong University,Nantong 226007,China
关键词:
稳健性 统计深度 深度加权 LSE
Keywords:
robustness statistica l dep th depth-w eigh ted LSE
分类号:
O212.1
摘要:
在线性回归模型中普通的最小二乘估计(LSE)许多情形下是不稳健的.本文介绍了一种投影深度函数,深度加权平均和深度加权LSE,这些估计量有符合需要的稳健性.并讨论了在深度加权LSE情形下线性回归模型的拟合检验问题.
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.

参考文献/References:

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备注/Memo

备注/Memo:
基金项目: 江苏省自然科学基金指导性计划( 06KJD110051 )资助项目.
通讯联系人: 范允征, 副教授, 研究方向: 稳健统计. E-m a il:fan. yzh@ ntu. edu. cn
更新日期/Last Update: 2013-05-05