Results 101 to 110 of about 4,362,963 (201)

Robust Forecasting of Non-Stationary Time Series [PDF]

open access: yes
This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency.
Mahieu, K.   +3 more
core  

Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) [PDF]

open access: yes
This paper introduces a new class of robust regression estimators. The proposed twostep least weighted squares (2S-LWS) estimator employs data-adaptive weights determined from the empirical distribution, quantile, or density functions of regression ...
Cizek, P.
core  

Regression depth and support vector machine [PDF]

open access: yes
The regression depth method (RDM) proposed by Rousseeuw and Hubert [RH99] plays an important role in the area of robust regression for a continuous response variable.
Christmann, Andreas
core  

General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) [PDF]

open access: yes
High breakdown-point regression estimators protect against large errors and data con- tamination. We generalize the concept of trimming used by many of these robust estima- tors, such as the least trimmed squares and maximum trimmed likelihood, and ...
Cizek, P.
core  

Scalable and robust regression models for continuous proportional data. [PDF]

open access: yesJ Am Stat Assoc
Lee CJ   +3 more
europepmc   +1 more source

Robust Estimators are Hard to Compute [PDF]

open access: yes
In modern statistics, the robust estimation of parameters of a regression hyperplane is a central problem. Robustness means that the estimation is not or only slightly affected by outliers in the data. In this paper, it is shown that the following robust
Bernholt, Thorsten
core  

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