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稳健回归分析
引用本文:滕素珍.稳健回归分析[J].大连理工大学学报,1991,31(6):719-723.
作者姓名:滕素珍
作者单位:大连理工大学应用数学系
摘    要:

关 键 词:回归分析  线性模型  M-估计  稳健

Robust regression analysis
Teng Suzhen.Robust regression analysis[J].Journal of Dalian University of Technology,1991,31(6):719-723.
Authors:Teng Suzhen
Abstract:The article suggests precautionary measures which should be taken when outliers appear in experimental or observational data That is to establish robust regression with an insensitive statistical method. A relationship between weight and trimmed constant is derived. The reason is stated for the purpose of forming additional equations. Explanatory notes are given to the iteration formula. Robust regression is applied to forecast. It is proved that robust regression has advantages over the classical regression.
Keywords:regression  estimate  robustness /M-estimate  
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