Download or read book Adaptive Robust Estimation of Location and Scale Parameters written by Thomas F. Curry (CAPT, USAF.) and published by . This book was released on 1977 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Adaptive Robust Estimation of Location and Scale Parameters of Symmetric Populations written by H. Leon Harter and published by . This book was released on 1978 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: Critical values of several criteria, for equal Type I and Type II error rates (probabilities of misclassification), have now been established for sample sizes n = 8 (4) 24 by means of a Monte Carlo study based on 5000 random samples of each size from each of the above populations Uniform (U), Normal (N), and Double (D). Mean square errors of the adaptive estimates are compared with those of the ML estimates if the population from which each sample came is known, and the effect of debiasing the ML estimates of the standard deviation (sigma) is studied. Adaptive estimation of the canonical scale parameter F sigma, where the factor F is defined as the multiplier of sigma such that F sigma is the 97.5% point of a population symmetric about zero, is also considered. Monte Carlo studies have also been conducted to determine the performance of the various criteria when applied to an independent set of random samples (obtained by using a different seed for the random number generator) from U, N and D and to random samples from several other symmetric populations, for the above values of n and for the intermediate values n = 10 (4) 22, with critical values of the criteria determined by interpolation.
Download or read book Adaptive Robust Estimation of Location and Scale Parameters written by Thomas F. Curry and published by . This book was released on 1977 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Adaptive Robust Estimation of Location and Scale Parameters Using Selected Discriminants written by Bernard J. Rugg and published by . This book was released on 1974 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Adaptive Robust Estimation of Location and Scale Parameters Using Selected Discriminants written by Bernard J. Rugg (CAPT, USAF.) and published by . This book was released on 1974 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Estimation of Location and Scale Parameters written by Loren W. Jorgenson (CAPT, USAF.) and published by . This book was released on 1973 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Download or read book An Adaptive Choice of the Scale Parameter for M estimators written by Robert Michael Bell and published by . This book was released on 1980 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let x sub 1 to x sub n be a random sample from a distribution symmetric about the unknown location parameter theta. A major class of robust estimators of location is the class of M-estimators, each of which corresponds to a function psi defined on the reals. To be scale equivariant, these estimators require the use of a scale equivariant function of the sample. Commonly, this scale parameter is chosen to be a constant times the sample MAD (medial absolute deviation from the median). For a given function psi, the variance of the corresponding M-estimator vaires considerably with the value of the scale parameter. It is therefore proposed that the value which minimizes an estimate of the asymptotic variance of the M-estimator be used as the scaling factor. This adaptive method of scaling is shown to be asymptotically optimal (under fairly general conditions), in the sense that the resulting M-estimator has the smallest possible asymptotic variance among all M-estimators based on psi. In particular, when the underlying distribution is normal, the adaptive estimator based on any reasonable psi achieves full asymptotic efficiency, i.e., is asymptotically equivalent to the sample mean. The performance of the estimator for small samples is investigated by Monte Carlo methods for several choices of psi using the triefficiency criteria. A slight modification of the above estimator compares favorably with Tukey's bisquare M-estimator for sample sizes as small as 20. (Author).
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.
Download or read book Robustness Theory and Application written by Brenton R. Clarke and published by John Wiley & Sons. This book was released on 2018-07-11 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: A preeminent expert in the field explores new and exciting methodologies in the ever-growing field of robust statistics Used to develop data analytical methods, which are resistant to outlying observations in the data, while capable of detecting outliers, robust statistics is extremely useful for solving an array of common problems, such as estimating location, scale, and regression parameters. Written by an internationally recognized expert in the field of robust statistics, this book addresses a range of well-established techniques while exploring, in depth, new and exciting methodologies. Local robustness and global robustness are discussed, and problems of non-identifiability and adaptive estimation are considered. Rather than attempt an exhaustive investigation of robustness, the author provides readers with a timely review of many of the most important problems in statistical inference involving robust estimation, along with a brief look at confidence intervals for location. Throughout, the author meticulously links research in maximum likelihood estimation with the more general M-estimation methodology. Specific applications and R and some MATLAB subroutines with accompanying data sets—available both in the text and online—are employed wherever appropriate. Providing invaluable insights and guidance, Robustness Theory and Application: Offers a balanced presentation of theory and applications within each topic-specific discussion Features solved examples throughout which help clarify complex and/or difficult concepts Meticulously links research in maximum likelihood type estimation with the more general M-estimation methodology Delves into new methodologies which have been developed over the past decade without stinting on coverage of “tried-and-true” methodologies Includes R and some MATLAB subroutines with accompanying data sets, which help illustrate the power of the methods described Robustness Theory and Application is an important resource for all statisticians interested in the topic of robust statistics. This book encompasses both past and present research, making it a valuable supplemental text for graduate-level courses in robustness.
Download or read book Robustness in Data Analysis written by Georgij Leonidovič Ševljakov and published by VSP. This book was released on 2002 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of mathematical statistics called robustness statistics deals with the stability of statistical inference under variations of accepted distribution models. Although robust statistics involves mathematically highly defined tools, robust methods exhibit a satisfactory behaviour in small samples, thus being quite useful in applications. This volume in the book series Modern Probability and Statistics addresses various topics in the field of robust statistics and data analysis, such as: a probability-free approach in data analysis; minimax variance estimators of location, scale, regression, autoregression and correlation; "L1-norm methods; adaptive, data reduction, bivariate boxplot, and multivariate outlier detection algorithms; applications in reliability, detection of signals, and analysis of the sudden cardiac death risk factors. The book contains new results related to robustness and data analysis technologies, including both theoretical aspects and practical needs of data processing, which have been relatively inaccessible as they were originally only published in Russian. This book will be of value and interest to researchers in mathematical statistics as well as to those using statistical methods.
Download or read book Introduction to Robust and Quasi Robust Statistical Methods written by W.J.J. Rey and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Density Quantile Function Approach to Adaptive Location Or Scale Parameter Estimation written by Randall L. Eubank and published by . This book was released on 1981 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two adaptive estimation procedures are developed for location or scale parameter estimation through the use of the asymptotically best linear unbiased estimator based on sample order statistics. The two procedures differ in their use of the data to guide optimal order statistic selection and are, consequently, termed partially and fully adaptive to indicate the associated degree of guidance. The partially adaptive procedure is developed in a data summary framework, similar to that utilized in exploratory data analysis, which provides a computationally simple scheme for obtaining estimators with high guaranteed asymptotic relative efficiency. The partially adaptive approach can also be viewed as providing techniques for adaptive data summary construction. (Author).
Download or read book Adaptive Regression written by Yadolah Dodge and published by Springer Science & Business Media. This book was released on 2012-10-01 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: While there have been a large number of estimation methods proposed and developed for linear regression, none has proved good for all purposes. This text focuses on the construction of an adaptive combination of two estimation methods so as to help users make an objective choice and combine the desirable properties of two estimators.
Download or read book Technical Abstract Bulletin written by and published by . This book was released on with total page 1048 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Laplace Distribution and Generalizations written by Samuel Kotz and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the inferential and modeling advantages that this distribution, together with its generalizations and modifications, offers. The exposition systematically unfolds with many examples, tables, illustrations, and exercises. A comprehensive index and extensive bibliography also make this book an ideal text for a senior undergraduate and graduate seminar on statistical distributions, or for a short half-term academic course in statistics, applied probability, and finance.
Download or read book Masters Theses in the Pure and Applied Sciences written by W. H. Shafer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: Masters Theses in the Pure and Applied Sciences was first conceived, published, and dis seminated by the Center for Information and Numerical Data Analysis and Synthesis (CINDAS) * at Purdue University in 1957, starting its coverage of theses with the academic year 1955. Beginning with Volume 13, the printing and dissemination phases of the ac tivity were transferred to University Microfilms/Xerox of Ann Arbor, Michigan, with the thought that such an arrangement would be more beneficial to the academic and general scientific and technical community. After five years of this joint undertaking we had concluded that it was in the interest of all concerned if the printing and distribution of the volume were handled by an international publishing house to assure improved service and broader dissemination. Hence, starting with Volume 18, Masters Theses in the Pure and Applied Sciences has been disseminated on a worldwide basis by Plenum Publishing Corporation of New York, and in the same year the coverage was broadened to include Canadian universities. All back issues can also be ordered from Plenum. We have reported in Volume 22 (thesis year 1977) a total of 10,658 theses titles from 28 Canadian and 227 United States universities. We are sure that this broader base for theses titles reported will greatly enhance the value of this important annual reference work. While Volume 22 reports theses submitted in 1977, on occasion, certain universities do report theses submitted in previous years but not reported at the time.
