Robustness of the best linear unbiased estimator and predictor in linear regression models
نویسندگان
چکیده
منابع مشابه
Best Linear Unbiased Estimation in Linear Models
where X is a known n × p model matrix, the vector y is an observable ndimensional random vector, β is a p × 1 vector of unknown parameters, and ε is an unobservable vector of random errors with expectation E(ε) = 0, and covariance matrix cov(ε) = σV, where σ > 0 is an unknown constant. The nonnegative definite (possibly singular) matrix V is known. In our considerations σ has no role and hence ...
متن کاملon the effect of linear & non-linear texts on students comprehension and recalling
چکیده ندارد.
15 صفحه اولThe Best Linear Unbiased Estimator for Continuation of a Function
We show how to construct the best linear unbiased predictor (BLUP) for the continuation of a curve in a spline-function model. We assume that the entire curve is drawn from some smooth random process and that the curve is given up to some cut point. We demonstrate how to compute the BLUP efficiently. Confidence bands for the BLUP are discussed. Finally, we apply the proposed BLUP to real-world ...
متن کاملRobust Estimation in Linear Regression with Molticollinearity and Sparse Models
One of the factors affecting the statistical analysis of the data is the presence of outliers. The methods which are not affected by the outliers are called robust methods. Robust regression methods are robust estimation methods of regression model parameters in the presence of outliers. Besides outliers, the linear dependency of regressor variables, which is called multicollinearity...
متن کاملTracking the Best Linear Predictor
In most on-line learning research the total on-line loss of the algorithm is compared to the total loss of the best o¬-line predictor u from a comparison class of predictors. We call such bounds static bounds. The interesting feature of these bounds is that they hold for an arbitrary sequence of examples. Recently some work has been done where the predictor ut at each trial t is allowed to chan...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applications of Mathematics
سال: 1990
ISSN: 0862-7940,1572-9109
DOI: 10.21136/am.1990.104398