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Genelleştirilmiş T (Gt) Dağılımına Dayalı Regresyon Analizi

Year 2003, Volume: 2 Issue: 3, 1 - 9, 15.12.2003

Abstract

Bu çalışmada y = xβ + u çoklu lineer regresyon modelindeki u hata teriminin 0 ortalamalı ve σ ölçek parametreli genelleştirilmiş t (GT) dağılımından geldiği kabul edilmiştir. GT dağılımının şekil parametrelerinin bilindiği varsayımı altında regresyon modelinin parametreleri ve σ ölçek parametresi tahmin edilmiştir. Önerilen kestirim yöntemi bir takım problemli veri kümelerine uygulanmış ve alınan sonuçlar diğer dayanıklı (robust) kestirimlerle karşılaştırılmıştır.

References

  • ANDREWS, D. F. (1974). A robust method for multiple linear regression. Technometrics, 16,4, 523-531.
  • ARSLAN, O. (1992). Multivariate robust analysis based on the t distribution and the EM algorithm. Unpublished PhD thesis, Leeds University, Leeds, U.K.
  • ARSLAN, O., GENÇ, A. İ. (2002). Robust location and scale estimation based on the univariate generalized t (GT) distribution. (Submitted.)
  • ARSLAN (2002). A simple test to identify good solutions to redescending M-estimating equations for regression. In Development in Robust Statistics, Proceedings of ICORS 2001. Edited by R. Dutter, U. Gather, P.J. Rousseeuw and P. Filzmoser, pp. 50-61.
  • BLOOMFIELD, P., STEIGER, W. L. (1983). Least Absolute Deviations Theory: Applications and Algorithms. Boston: Birkhauser.
  • BUTLER. R. J., McDONALD. J. B .. NELSON, R. D .• WHITE, S. B. (1990). Robust and partially adaptive estimation of regression models. The Review of Economics and Statistics, 72, 321-327.
  • KLEIN, R, SPADY, R. (1984). Quasi-maximum Likelihood as o parametric approach to robust estimation. working paper, Bell Communication Research.
  • LANGE, K. L ., LlTTLE, J. A., TAYLOR, J. M. G. (1989). Robust statistical modeling using the t distribution. Journal of the American Statistical Association, 84, 881-896.
Year 2003, Volume: 2 Issue: 3, 1 - 9, 15.12.2003

Abstract

References

  • ANDREWS, D. F. (1974). A robust method for multiple linear regression. Technometrics, 16,4, 523-531.
  • ARSLAN, O. (1992). Multivariate robust analysis based on the t distribution and the EM algorithm. Unpublished PhD thesis, Leeds University, Leeds, U.K.
  • ARSLAN, O., GENÇ, A. İ. (2002). Robust location and scale estimation based on the univariate generalized t (GT) distribution. (Submitted.)
  • ARSLAN (2002). A simple test to identify good solutions to redescending M-estimating equations for regression. In Development in Robust Statistics, Proceedings of ICORS 2001. Edited by R. Dutter, U. Gather, P.J. Rousseeuw and P. Filzmoser, pp. 50-61.
  • BLOOMFIELD, P., STEIGER, W. L. (1983). Least Absolute Deviations Theory: Applications and Algorithms. Boston: Birkhauser.
  • BUTLER. R. J., McDONALD. J. B .. NELSON, R. D .• WHITE, S. B. (1990). Robust and partially adaptive estimation of regression models. The Review of Economics and Statistics, 72, 321-327.
  • KLEIN, R, SPADY, R. (1984). Quasi-maximum Likelihood as o parametric approach to robust estimation. working paper, Bell Communication Research.
  • LANGE, K. L ., LlTTLE, J. A., TAYLOR, J. M. G. (1989). Robust statistical modeling using the t distribution. Journal of the American Statistical Association, 84, 881-896.
There are 8 citations in total.

Details

Primary Language Turkish
Subjects Statistical Analysis
Journal Section Research Articles
Authors

Ali İhsan Genç This is me 0000-0001-7880-5587

Olcay Arslan

Publication Date December 15, 2003
Published in Issue Year 2003 Volume: 2 Issue: 3

Cite

APA Genç, A. İ., & Arslan, O. (2003). Genelleştirilmiş T (Gt) Dağılımına Dayalı Regresyon Analizi. İstatistik Araştırma Dergisi, 2(3), 1-9.