Robustness Property of Robust-BD Wald-Type Test for Varying-Dimensional General Linear Models
نویسندگان
چکیده
منابع مشابه
Robustness Property of Robust-BD Wald-Type Test for Varying-Dimensional General Linear Models
An important issue for robust inference is to examine the stability of the asymptotic level and power of the test statistic in the presence of contaminated data. Most existing results are derived in finite-dimensional settings with some particular choices of loss functions. This paper re-examines this issue by allowing for a diverging number of parameters combined with a broader array of robust...
متن کاملRobust-BD Estimation and Inference for General Partially Linear Models
The classical quadratic loss for the partially linear model (PLM) and the likelihood function for the generalized PLM are not resistant to outliers. This inspires us to propose a class of “robust-Bregman divergence (BD)” estimators of both the parametric and nonparametric components in the general partially linear model (GPLM), which allows the distribution of the response variable to be partia...
متن کاملRobust Bayesian General Linear Models.
We describe a Bayesian learning algorithm for Robust General Linear Models (RGLMs). The noise is modeled as a Mixture of Gaussians rather than the usual single Gaussian. This allows different data points to be associated with different noise levels and effectively provides a robust estimation of regression coefficients. A variational inference framework is used to prevent overfitting and provid...
متن کاملInfluence analysis of robust Wald-type tests
We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of the maximum likelihood estimators. An extensive study of their robustness properties is given though the influence functions as well as the chi-square infla...
متن کاملRobustness Margins for Linear Parameter Varying Systems
An approach to extend classical robustness margins to linear parameter varying (LPV) systems is presented. LPV systems are often used to model aircraft dynamics that are highly dependent on the operating conditions such as altitude and airspeed. Classical gain and phase margins are evaluated in the frequency domain and therefore cannot be applied to LPV systems. The proposed approach is based o...
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: Entropy
سال: 2018
ISSN: 1099-4300
DOI: 10.3390/e20030168