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| 研究生： |
魏志恭 |
|---|---|
| 論文名稱： |
多種特徵數之統計推算的穩健性研究 |
| 指導教授： | 魏應澤 |
| 學位類別： |
碩士
Master |
| 系所名稱： |
商學院 - 統計學系 Department of Statistics |
| 論文出版年： | 1983 |
| 畢業學年度： | 71 |
| 論文頁數： | 93 |
| 相關次數： | 點閱：129 下載：0 |
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第一章 緒論4
第一節 研究動機與目的4
第二節 本文結構6
第二章 單一特徵數的最概型推算7
第一節 最概型推算式的誘導7
第二節 穩健推算式的評定準則8
第三節 最概型推算式的穩健性質10
第四節 最概推算式的漸近性質11
第三章 位置與尺度特徵數之聯立最概型推算16
第一節 聯立最概型推算式之誘導16
第二節 聯立最概推算值之計算19
第三節 修正殘差法與修正權量法23
第四章 迴歸模式之穩健推算問題25
第一節 最概型推算式的誘導25
第二節 迴歸模式中的幾種最概型函數27
第三節 有界影響加權最概型函數30
第五章 模擬分析36
第一節 誤差分布型態的試判36
第二節 穩健廻歸特徵數推算的比較43
第六章 結論66
參考資料67
附錄：計算機程式72
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Estimates of Location: Survey and Advances Princeton University.
2. Andrews, D. F. (1974): A Robust Method for Multiple Linear Regression. Technometrics. 16, 523- 531.
3. Belsley, D.A., Kuh, E., Welsch, R.E. (1980). Regression Diagnostics. Wiley.
4. Brownlee, K.A. (1965). Statistical Theory and Methodology in Science and Engineering (2nd edition).Wiley.
5. Collins, J.R. (1976) :Robust Estimation of a Location Parameter in the Presence of Asymmetry . Ann.
Statist. 4, 68-85
6. Cook, R.D. (1979): Influential Observations in Linear Regression. JASA. 74, 169-174
7. Daniel, C., Wood, F. S. (1971). Fitting Equations to Data. Wiley
8. Denby, L., Mallows, C.L. (1977): Two Diagnostic Displays for Robust Regression Analysis. Technometrics, 19, 1-13
9. Dutter, R. (1977): Numerical Solution of Robust Regression Problems ; Computational Aspects , a Comparison
J. Statist. Comput. Simul., 5, 207-238.
10. Hampel, F. R. (1971): A General Qualitative Definition of Robustness .Ann. Math. Statist. 6. 1887-1896.
11. Hampel, F.R. (1974): The Influence Curve and Its Role in Robust Estimation .JASA. 69, 383-393
12. Hampel, F.R. (1978): Optimally Bounding the Gross-Error-Sensitivity and the Influence of Position in Factor Space. 1978 Proceedings of the ASA Statistical Computing Section, 59-64
13. Hampel, F.R. (1981): The Change of Variance Curve and Optimal Redescending M-Estimators. JASA. 76, 643-648
14. Hill, R.W. (1982): Robust Regression When There Are Outliers in the Carriers ; the Univariate Case. Commun. Statist. –Theor. Meth. 11(8), 849-868
15. Hoagiin, D.C., Welsch, R.E. (1978): The Hat Matrix in Regression and ANOVA. Amer. Statist. 32, 17-22.
16. Hogg, R.V. (1974): Adaptive Robust Procedures. A Partial Review and Some Suggestions for Future Applications and Theory . JASA. 69. 909-927
17. Holland, P.W., Welsch, R. E. (1977): Robust Regression Using Iteratively Reweighted Least Squares. Commun. Statist. -Theor. Meth. A6 (9), 813-827
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21. Huber, P. J. (1981): Robust Statistics. Wiley
22. Huber, P. J. (1983): Minimax Aspects of Bounded-Influence Regression. 78, 66-80, JASA.
23. Krasker, W. S. (1980): Estimation in Linear Regression Models With Disparate Data Points. Econometrica, 48, 1333-1346
24. Krasker, W. S., Welsch, R.E. (1982): Efficient Bounded-Influence Regression Estimation. JASA. 77, 595-604
25. Moberg T. F., Ramberg, J. R., Randles, R. H. (1978)：An Adaptive M-Estimator and Its Application to Selection Problem. Technometrics, 20, 255-263
26. Moberg, T.F., Ramberg, J.R., Randles, R.H. (1980)：An Adaptive Multiple Regression Procedure Based on M-Estimators. Technometrics, 22, 213-224
27. Tukey, J. (1977), Exploratory Data Analysis. Reading, Massachusetts：Addison-Wesley.
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