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Description
  • Classical regression estimators, such as the ordinary least squares (LS), are sensitive to occurrence of outliers and are not consistent when the orthogonality condition fails. There have been several robust estimators that can cope with this problem. The development of instrumental weighted variables (IWV), the robust version of instrumental variables methods, is reviewed. The alternative approach in regression methods when orthogonality condition is breaking and both independent and dependent variables are considered to be measured with errors is called total least squares. The existence and uniqueness of the solution is discussed and different approaches of calculation are described. The robustified version of TLS based on the idea of downweighting the influential points is presented and its properties are discussed. Finally the generalization of TLS to mixed LS-TLS and its robustified version is mentioned.
  • Classical regression estimators, such as the ordinary least squares (LS), are sensitive to occurrence of outliers and are not consistent when the orthogonality condition fails. There have been several robust estimators that can cope with this problem. The development of instrumental weighted variables (IWV), the robust version of instrumental variables methods, is reviewed. The alternative approach in regression methods when orthogonality condition is breaking and both independent and dependent variables are considered to be measured with errors is called total least squares. The existence and uniqueness of the solution is discussed and different approaches of calculation are described. The robustified version of TLS based on the idea of downweighting the influential points is presented and its properties are discussed. Finally the generalization of TLS to mixed LS-TLS and its robustified version is mentioned. (en)
Title
  • Robustified total least squares
  • Robustified total least squares (en)
skos:prefLabel
  • Robustified total least squares
  • Robustified total least squares (en)
skos:notation
  • RIV/68407700:21340/10:00176584!RIV11-MSM-21340___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM6840770039)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 285585
http://linked.open...ai/riv/idVysledku
  • RIV/68407700:21340/10:00176584
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • robust regression analysis; instrumental weighted variables; robustified total least squares (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [FC057F5238FE]
http://linked.open...v/mistoKonaniAkce
  • Praha
http://linked.open...i/riv/mistoVydani
  • Praha
http://linked.open...i/riv/nazevZdroje
  • Doktorandské dny 2010
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Franc, Jiří
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
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  • Česká technika - nakladatelství ČVUT
https://schema.org/isbn
  • 978-80-01-04644-9
http://localhost/t...ganizacniJednotka
  • 21340
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