Kontakt
Wie einkaufen
Versand
Kaufberater
Dynamic Robust Bootstrap for Linear Model Selection Using LTS
Englisch
128 b
30 Tage für die Rückgabe der Ware
Kunden kauften auch
/
Broschur
29.09
€
/
Kalender
56.39
€
/
Hardcover
29.29
€
/
Broschur
78.19
€
The Ordinary Least Squares (OLS) method is often use to estimate the parameters of a linear model. Under certain assumptions, the OLS estimates are the best linear unbiased estimates. One of the important assumptions of the linear model is that the error terms are normally distributed. Unfortunately, many researchers are not aware that the performance of the OLS can be very poor when the data set for which one often makes a normal assumption, has a heavy-tailed distribution which may arise as a result of outliers. One way to deal with this problem is to use robust statistics which is less affected by the presence of outliers. Another possibility is to apply a bootstrap technique which does not rely on the normality assumption.In this book the use of bootstrap technique is emphasize. Unfortunately, many statistics practitioners are not aware of the fact that most of the classical bootstrap techniques are based on the OLS estimates which is sensitive to outliers. The problems are further complicated when the percentage of outliers in the bootstrap samples are greater than the percentage of outliers in the original sample.
Informationen zum Buch
Englisch
Verschenken Sie dieses Buch noch heute
Es ist ganz einfach
1 Legen Sie das Buch in Ihren Warenkorb und wählen Sie den Versand als Geschenk 2 Wir schicken Ihnen umgehend einen Gutschein 3 Das Buch wird an die Adresse des beschenkten Empfängers geliefertDas könnte Sie auch interessieren
/
Broschur
25.89
€
/
Broschur
14.49
€
/
Hardcover
94.69
€
Hallo! Ich bin Libroamiko, dein Buchberater.
Wie kann ich dir helfen?