M - Methods in Multivariate Linear Models
نویسنده
چکیده
Two types of M-estimators of the parameters of the multi-variate linear model are considered. The first type corresponds to coordinatewise M-estimators; the second is an extension of Maronna's (1976) proposal for the multivariate location case. Under some general conditions on the error distribution, on the design matrix and on the score functions, the asymptotic distribution of the coordinatewise M-estimator is derived by using an asymptotic linearity result due to Jureckov~ (1977). It is also indicated how the same approach can be employed to obtain the it was partially supported by a grant from CAPES, an agency of the Brazilian Ministry of Education. 2 asymptotic distribution of the Maronna-type estimator under the additional assumption of elliptical symmetry for the error distribution. Asymptotic tests of hypotheses about the parameters are proposed. Finally, robustness properties of both types of estimators are discussed.
منابع مشابه
Using multivariate generalized linear latent variable models to measure the difference in event count for stranded marine animals
BACKGROUND AND OBJECTIVES: The classification of marine animals as protected species makes data and information on them to be very important. Therefore, this led to the need to retrieve and understand the data on the event counts for stranded marine animals based on location emergence, number of individuals, behavior, and threats to their presence. Whales are g...
متن کاملModeling of temperature in friction stir welding of duplex stainless steel using multivariate lagrangian methods, linear extrapolation and multiple linear regression
In this study, the temperature in friction stir welding of duplex stainless steel has been investigated. At first, temperature estimation was modeled and estimated at different distances from the center of the stir zone by the multivariate Lagrangian function. Then, the linear extrapolation method and multiple linear regression method were used to estimate the temperature outside the range and ...
متن کاملModeling of temperature in friction stir welding of duplex stainless steel using multivariate lagrangian methods, linear extrapolation and multiple linear regression
In this study, the temperature in friction stir welding of duplex stainless steel has been investigated. At first, temperature estimation was modeled and estimated at different distances from the center of the stir zone by the multivariate Lagrangian function. Then, the linear extrapolation method and multiple linear regression method were used to estimate the temperature outside the range and ...
متن کاملInvestigating Effect of Autocorrelation on Monitoring Multivariate Linear Profiles
Abstract Profile monitoring in statistical quality control has attracted attention of many researchers recently. A profile is a function between response variables and one or more independent variables. There have been only a limited number of researches on monitoring multivariate profiles. Indeed, monitoring correlated multivariate profiles is a new subject in the fileld of statistical proces...
متن کاملAn improved structure models to explain retention behavior of atmospheric nanoparticles
The quantitative structure-retention relationship (QSRR) of nanoparticles in roadside atmosphere against the comprehensive two-dimensional gas chromatography which was coupled to high-resolution time-of-flight mass spectrometry was studied. The genetic algorithm (GA) was employed to select the variables that resulted in the best-fitted models. After the variables were selected, the linear multi...
متن کاملRelevance vector machine and multivariate adaptive regression spline for modelling ultimate capacity of pile foundation
This study examines the capability of the Relevance Vector Machine (RVM) and Multivariate Adaptive Regression Spline (MARS) for prediction of ultimate capacity of driven piles and drilled shafts. RVM is a sparse method for training generalized linear models, while MARS technique is basically an adaptive piece-wise regression approach. In this paper, pile capacity prediction models are developed...
متن کامل