Robust Regression with Asymmetric Heavy-Tail Noise Distributions
نویسندگان
چکیده
منابع مشابه
Robust Regression with Asymmetric Heavy-Tail Noise Distributions
In the presence of a heavy-tail noise distribution, regression becomes much more difficult. Traditional robust regression methods assume that the noise distribution is symmetric, and they downweight the influence of so-called outliers. When the noise distribution is asymmetric, these methods yield biased regression estimators. Motivated by data-mining problems for the insurance industry, we pro...
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ژورنال
عنوان ژورنال: Neural Computation
سال: 2002
ISSN: 0899-7667,1530-888X
DOI: 10.1162/08997660260293300