Use of Trimean in Theil-Sen Regression Analysis
نویسندگان
چکیده
Theil-Sen regression analysis is the most preferred method in non-parametric analysis. In method, calculations are made with median parameter. this study, it was proposed to calculate trimean parameter instead of way, effects outliers data on model fully reflected. applications one real-life and two simulation data, results obtained use were more successful. It recommended structures an excess outliers.
منابع مشابه
Deming, Theil-Sen, and Passing-Bablock Regression
Least squares regression of y on x assumes that the x variate is measured without error, and minimizes the sum of squared vertical distance between the data points y and the fitted regression line. Regression of x on y minimizes the horizontal distances. Adcock [1] in 1878 suggested minimizing the sum of squared horizontal + vertical distances to the predicted values. However the idea of Adcock...
متن کاملTheil-Sen Estimators in a Multiple Linear Regression Model
In this article, we propose the Theil-Sen estimators of parameters in a multiple linear regression model based on a multivariate median, generalizing the Theil-Sen estimator in a simple linear regression model. The proposed estimator is shown to be robust, consistent and asymptotically normal under mild conditions, and super-efficient when the error distribution is discontinuous. It can be chos...
متن کاملConsistency and Asymptotic Distribution of the Theil-Sen Estimator
In this paper, we obtain the strong consistency and asymptotic distribution of the Theil-Sen estimator in simple linear regression models with arbitrary error distributions. We show that the Theil-Sen estimator is super-efficient when the error distribution is discontinuous and that its asymptotic distribution may or may not be normal when the error distribution is continuous. We give an exampl...
متن کاملcomparative analysis of the use of hedges & emphatics in english and persian academic research articles of sociology & psychology
چکیده ندارد.
15 صفحه اولMultivariate Spatial U-Quantiles: a Bahadur-Kiefer Representation, a Theil-Sen Estimator for Multiple Regression, and a Robust Dispersion Estimator
A leading multivariate extension of the univariate quantiles is the so-called “spatial” or “geometric” notion, for which sample versions are highly robust and conveniently satisfy a Bahadur-Kiefer representation. Another extension of univariate quantiles has been to univariate U-quantiles, on the basis of which, for example, the well-known Hodges-Lehmann location estimator has a natural formula...
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: Bulletin of economic theory and analysis
سال: 2021
ISSN: ['2548-0707']
DOI: https://doi.org/10.25229/beta.827053