About: Robust error-term-scale estimate

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	A scale-equivariant and regression-invariant estimator of the variance of error terms in the linear regression model is proposed and its consistency proved. The estimator is based on (down)weighting the order statistics of the squared residuals which corresponds to the consistent and scale- and regression-equivariant estimator of the regression coefficients. Asmall numerical study demonstrating the behaviour of the estimator under the various types of contamination is included. A scale-equivariant and regression-invariant estimator of the variance of error terms in the linear regression model is proposed and its consistency proved. The estimator is based on (down)weighting the order statistics of the squared residuals which corresponds to the consistent and scale- and regression-equivariant estimator of the regression coefficients. Asmall numerical study demonstrating the behaviour of the estimator under the various types of contamination is included. (en)
Title	Robust error-term-scale estimate Robust error-term-scale estimate (en)
skos:prefLabel	Robust error-term-scale estimate Robust error-term-scale estimate (en)
skos:notation	RIV/67985556:_____/10:00365546!RIV12-AV0-67985556
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA402/09/0557), Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Víšek, Jan Ámos
http://linked.open.../riv/druhVysledku	C - Kapitola v knize
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	285571
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/10:00365546
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Robustness; Regression; Disturbances; Scale estimate (en)
http://linked.open.../riv/klicoveSlovo	Robustness Regression Disturbances Scale estimate
http://linked.open...ontrolniKodProRIV	[16246D47C309]
http://linked.open...i/riv/mistoVydani	USA
http://linked.open...vEdiceCisloSvazku	Books IMS, IMS Collections vol 7(2010)
http://linked.open...i/riv/nazevZdroje	Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: Festschrift for Jana Jureckova
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...v/pocetStranKnihy	267 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Robustification of selected econometric methods
http://linked.open...UplatneniVysledku	2010
http://linked.open...iv/tvurceVysledku	Víšek, Jan Ámos
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech
number of pages	14 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Institute of Mathematical Statistics (IMS)
https://schema.org/isbn	978-0-940600-80-5

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