Robust regression
1.2 hrs read
Rate this book:
About This Book
Robust Regression: Analysis and Applications characterizes robust estimators in terms of how much they weight each observation discusses generalized properties of Lp-estimators. Includes an algorithm for identifying outliers using least absolute value criterion in regression modeling reviews re-descending M-estimators studies Li linear regression proposes the best linear unbiased estimators for fixed parameters and random errors in the mixed linear model summarizes known properties of Li estimators for time series analysis examines ordinary least squares, latent root regression, and a robust regression weighting scheme and evaluates results from five different robust ridge regression estimators.
Buy This Book
As an Amazon Associate and Bookshop.org affiliate, BookOrb earns from qualifying purchases.
Write a Review
Sign in to write a review.
More by Kenneth D. Lawrence
Advances in Business and Management Forecasting
Advances in Business and Manag
Advances in Business and Management Forecasting, Volume 5
Advances in Mathematical Programming and Financial Planning
Applications In Multicriteria Decision Making Data Envelopment Analysis And Finance
Applications of management science : in productivity, finance, and operations
Applications of Management Science: Network Optimization