Monte Carlo-Based Covariance Matrix of Residuals and Critical Values in Minimum L1-Norm
نویسندگان
چکیده
Robust estimators are often lacking a closed-form expression for the computation of their residual covariance matrix. In fact, it is also prerequisite to obtain critical values normalized residuals. We present an approach based on Monte Carlo simulation compute matrix and robust estimators. Although initially designed estimators, new can be extended other adjustment procedures. this sense, proposal was applied both well-known minimum L1-norm least squares into three different leveling network geometries. The results show that (1) residuals changes along with estimator; (2) false positive rate cannot derived from test distributions; (3) in contrast extreme squares, do not necessarily tend higher as redundancy increases.
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2021
ISSN: ['1026-7077', '1563-5147', '1024-123X']
DOI: https://doi.org/10.1155/2021/8123493