Robust model selection criteria for robust S and LTS estimators

Meral Çetin

Araştırma Makalesi

Robust model selection criteria for robust S and LTS estimators

Yıl 2016, Cilt: 45 Sayı: 1, 153 - 164, 01.02.2016

Öz

Outliers and multi-collinearity often have large influence in the
model/variable selection process in linear regression analysis. To investigate this combined problem of multi-collinearity and outliers, we
studied and compared Liu-type S (liuS-estimators) and Liu-type Least
Trimmed Squares (liuLTS) estimators as robust model selection criteria. Therefore, the main goal of this study is to select subsets of independent variables which explain dependent variables in the presence of
multi-collinearity, outliers and possible departures from the normality
assumption of the error distribution in regression analysis using these
models.

Anahtar Kelimeler

Liu-estimator, robust-Liu estimator, M-estimator, robust cp, robust Tp, robust model selection

Kaynakça

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Yıl 2016, Cilt: 45 Sayı: 1, 153 - 164, 01.02.2016

Meral Çetin

Öz

Kaynakça

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Toplam 1 adet kaynakça vardır.

Ayrıntılar

Birincil Dil	İngilizce
Konular	İstatistik
Bölüm	İstatistik
Yazarlar	Meral Çetin
Yayımlanma Tarihi	1 Şubat 2016
Yayımlandığı Sayı	Yıl 2016 Cilt: 45 Sayı: 1

Kaynak Göster

APA	Çetin, M. (2016). Robust model selection criteria for robust S and LTS estimators. Hacettepe Journal of Mathematics and Statistics, 45(1), 153-164.
AMA	Çetin M. Robust model selection criteria for robust S and LTS estimators. Hacettepe Journal of Mathematics and Statistics. Şubat 2016;45(1):153-164.
Chicago	Çetin, Meral. “Robust Model Selection Criteria for Robust S and LTS Estimators”. Hacettepe Journal of Mathematics and Statistics 45, sy. 1 (Şubat 2016): 153-64.
EndNote	Çetin M (01 Şubat 2016) Robust model selection criteria for robust S and LTS estimators. Hacettepe Journal of Mathematics and Statistics 45 1 153–164.
IEEE	M. Çetin, “Robust model selection criteria for robust S and LTS estimators”, Hacettepe Journal of Mathematics and Statistics, c. 45, sy. 1, ss. 153–164, 2016.
ISNAD	Çetin, Meral. “Robust Model Selection Criteria for Robust S and LTS Estimators”. Hacettepe Journal of Mathematics and Statistics 45/1 (Şubat 2016), 153-164.
JAMA	Çetin M. Robust model selection criteria for robust S and LTS estimators. Hacettepe Journal of Mathematics and Statistics. 2016;45:153–164.
MLA	Çetin, Meral. “Robust Model Selection Criteria for Robust S and LTS Estimators”. Hacettepe Journal of Mathematics and Statistics, c. 45, sy. 1, 2016, ss. 153-64.
Vancouver	Çetin M. Robust model selection criteria for robust S and LTS estimators. Hacettepe Journal of Mathematics and Statistics. 2016;45(1):153-64.