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Durbin-Watson stochastic in robust regression
Regression diagnostics M-estimators robustified D-W statistics critical values
2009/9/21
It is shown that the lower and upper critical values of
the Durbin-Watson (&w) statistic are asymptotically the same for
the analysis based on M-estimators as for the classical least squares
analys...
A Fast Algorithm for Robust Regression with Penalised Trimmed Squares
Robust regression quadratic mixed integer programming least trimmed squares outliers detection
2010/3/17
The presence of groups containing high leverage outliers makes linear regression
a difficult problem due to the masking effect. The available high
breakdown estimators based on Least Trimmed Squares...