The Least Absolute Deviation Estimator for Functional Linear Regression
Author | : Tavis Abrahamsen |
Publisher | : |
Total Pages | : 90 |
Release | : 2009 |
Genre | : Estimation theory |
ISBN | : |
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Author | : Tavis Abrahamsen |
Publisher | : |
Total Pages | : 90 |
Release | : 2009 |
Genre | : Estimation theory |
ISBN | : |
Author | : P- Bloomfield |
Publisher | : Springer Science & Business Media |
Total Pages | : 363 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1468485741 |
Least squares is probably the best known method for fitting linear models and by far the most widely used. Surprisingly, the discrete L 1 analogue, least absolute deviations (LAD) seems to have been considered first. Possibly the LAD criterion was forced into the background because of the com putational difficulties associated with it. Recently there has been a resurgence of interest in LAD. It was spurred on by work that has resulted in efficient al gorithms for obtaining LAD fits. Another stimulus came from robust statistics. LAD estimates resist undue effects from a feyv, large errors. Therefore. in addition to being robust, they also make good starting points for other iterative, robust procedures. The LAD criterion has great utility. LAD fits are optimal for linear regressions where the errors are double exponential. However they also have excellent properties well outside this narrow context. In addition they are useful in other linear situations such as time series and multivariate data analysis. Finally, LAD fitting embodies a set of ideas that is important in linear optimization theory and numerical analysis. viii PREFACE In this monograph we will present a unified treatment of the role of LAD techniques in several domains. Some of the material has appeared in recent journal papers and some of it is new. This presentation is organized in the following way. There are three parts, one for Theory, one for Applicatior.s and one for Algorithms.
Author | : Yadolah Dodge |
Publisher | : Springer Science & Business Media |
Total Pages | : 612 |
Release | : 2008-04-15 |
Genre | : Mathematics |
ISBN | : 0387317422 |
The Concise Encyclopedia of Statistics presents the essential information about statistical tests, concepts, and analytical methods in language that is accessible to practitioners and students of the vast community using statistics in medicine, engineering, physical science, life science, social science, and business/economics. The reference is alphabetically arranged to provide quick access to the fundamental tools of statistical methodology and biographies of famous statisticians. The more than 500 entries include definitions, history, mathematical details, limitations, examples, references, and further readings. All entries include cross-references as well as the key citations. The back matter includes a timeline of statistical inventions. This reference will be an enduring resource for locating convenient overviews about this essential field of study.
Author | : Tae-Hwan Kim |
Publisher | : |
Total Pages | : 298 |
Release | : 1998 |
Genre | : Estimation theory |
ISBN | : |
Author | : Germán Aneiros |
Publisher | : Springer Nature |
Total Pages | : 254 |
Release | : 2020-06-19 |
Genre | : Mathematics |
ISBN | : 3030477568 |
This book presents the latest research on the statistical analysis of functional, high-dimensional and other complex data, addressing methodological and computational aspects, as well as real-world applications. It covers topics like classification, confidence bands, density estimation, depth, diagnostic tests, dimension reduction, estimation on manifolds, high- and infinite-dimensional statistics, inference on functional data, networks, operatorial statistics, prediction, regression, robustness, sequential learning, small-ball probability, smoothing, spatial data, testing, and topological object data analysis, and includes applications in automobile engineering, criminology, drawing recognition, economics, environmetrics, medicine, mobile phone data, spectrometrics and urban environments. The book gathers selected, refereed contributions presented at the Fifth International Workshop on Functional and Operatorial Statistics (IWFOS) in Brno, Czech Republic. The workshop was originally to be held on June 24-26, 2020, but had to be postponed as a consequence of the COVID-19 pandemic. Initiated by the Working Group on Functional and Operatorial Statistics at the University of Toulouse in 2008, the IWFOS workshops provide a forum to discuss the latest trends and advances in functional statistics and related fields, and foster the exchange of ideas and international collaboration in the field.
Author | : C. Radhakrishna Rao |
Publisher | : Springer Science & Business Media |
Total Pages | : 583 |
Release | : 2007-10-15 |
Genre | : Mathematics |
ISBN | : 3540742271 |
Revised and updated with the latest results, this Third Edition explores the theory and applications of linear models. The authors present a unified theory of inference from linear models and its generalizations with minimal assumptions. They not only use least squares theory, but also alternative methods of estimation and testing based on convex loss functions and general estimating equations. Highlights of coverage include sensitivity analysis and model selection, an analysis of incomplete data, an analysis of categorical data based on a unified presentation of generalized linear models, and an extensive appendix on matrix theory.
Author | : George A. F. Seber |
Publisher | : John Wiley & Sons |
Total Pages | : 584 |
Release | : 2012-01-20 |
Genre | : Mathematics |
ISBN | : 1118274423 |
Concise, mathematically clear, and comprehensive treatment of the subject. * Expanded coverage of diagnostics and methods of model fitting. * Requires no specialized knowledge beyond a good grasp of matrix algebra and some acquaintance with straight-line regression and simple analysis of variance models. * More than 200 problems throughout the book plus outline solutions for the exercises. * This revision has been extensively class-tested.