Some Robust Estimation Methods and Their Applications
This study examines robust regression methods which are used for the solution of problems caused by the situations in which the assumptions of LSM technique, which is commonly used for the prediction of linear regression models, cannot be used. Robust estimators are not influenced by small deviation...
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| Format: | Article |
| Language: | English |
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Istanbul University
2016-12-01
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| Series: | Alphanumeric Journal |
| Subjects: | |
| Online Access: |
http://alphanumericjournal.com/media/Issue/volume-3-issue-2-2015/some-robust-estimation-methods-and-their-applications.pdf
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| _version_ | 1797923756478300160 |
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| author | Tolga Zaman Kamil Alakuş |
| author_facet | Tolga Zaman Kamil Alakuş |
| author_sort | Tolga Zaman |
| collection | DOAJ |
| description | This study examines robust regression methods which are used for the solution of problems caused by the situations in which the assumptions of LSM technique, which is commonly used for the prediction of linear regression models, cannot be used. Robust estimators are not influenced by small deviations and discrepancies. For this purpose, some robust regression techniques which are used in situations in which the assumptions cannot be made were introduced and parameter estimation algorithms of these techniques were analyzed. Regression models of the methods of Lad, Weighted -M regression, Theil regression and Least Median Squares, coefficients of determination and average absolute deviations were calculated and the results were discussed as to which of these methods gave better results. |
| first_indexed | 2024-04-10T14:51:12Z |
| format | Article |
| id | doaj.art-6bfa5b7e6b8b4ebcb50569db5604e580 |
| institution | Directory Open Access Journal |
| issn | 2148-2225 |
| language | English |
| last_indexed | 2024-04-10T14:51:12Z |
| publishDate | 2016-12-01 |
| publisher | Istanbul University |
| record_format | Article |
| series | Alphanumeric Journal |
| spelling | doaj.art-6bfa5b7e6b8b4ebcb50569db5604e5802023-02-15T16:07:35ZengIstanbul UniversityAlphanumeric Journal2148-22252016-12-01327382http://dx.doi.org/10.17093/aj.2015.3.2.500015270321482225Some Robust Estimation Methods and Their ApplicationsTolga Zaman0Kamil Alakuş1 Ondokuz Mayıs University, Department of Statistics, Faculty of Science and Arts Ondokuz Mayıs University, Department of Statistics, Faculty of Science and Arts This study examines robust regression methods which are used for the solution of problems caused by the situations in which the assumptions of LSM technique, which is commonly used for the prediction of linear regression models, cannot be used. Robust estimators are not influenced by small deviations and discrepancies. For this purpose, some robust regression techniques which are used in situations in which the assumptions cannot be made were introduced and parameter estimation algorithms of these techniques were analyzed. Regression models of the methods of Lad, Weighted -M regression, Theil regression and Least Median Squares, coefficients of determination and average absolute deviations were calculated and the results were discussed as to which of these methods gave better results. http://alphanumericjournal.com/media/Issue/volume-3-issue-2-2015/some-robust-estimation-methods-and-their-applications.pdf average absolute deviationscoefficient of determinationleast square errors methodsrobust regression methods |
| spellingShingle | Tolga Zaman Kamil Alakuş Some Robust Estimation Methods and Their Applications Alphanumeric Journal average absolute deviations coefficient of determination least square errors methods robust regression methods |
| title | Some Robust Estimation Methods and Their Applications |
| title_full | Some Robust Estimation Methods and Their Applications |
| title_fullStr | Some Robust Estimation Methods and Their Applications |
| title_full_unstemmed | Some Robust Estimation Methods and Their Applications |
| title_short | Some Robust Estimation Methods and Their Applications |
| title_sort | some robust estimation methods and their applications |
| topic | average absolute deviations coefficient of determination least square errors methods robust regression methods |
| url |
http://alphanumericjournal.com/media/Issue/volume-3-issue-2-2015/some-robust-estimation-methods-and-their-applications.pdf
|
| work_keys_str_mv | AT tolgazaman somerobustestimationmethodsandtheirapplications AT kamilalakus somerobustestimationmethodsandtheirapplications |