Diagnostics of robust identification of model

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F14%3A10311899" target="_blank" >RIV/00216208:11230/14:10311899 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Diagnostics of robust identification of model

Original language description

The possibility to assess the significance of individual explanatory variable in the regression model belongs among the basic diagnostic tools of data analysis. The paper studies the problem for the least weighted squares - a generalization of the (ordinary) least squares as well as of the least median of squares or the least trimmed squares. The paper at first shows how to cope theoretically with the problem and then by the numerical simulations demonstrates that the corresponding quantiles converge with the increasing sample size to a limit value, which is nearly identical with the Student's quantiles for the respective sample sizes.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/GA13-01930S" target="_blank" >GA13-01930S: Robust methods for nonstandard situations, their diagnostics and implementations</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Advances and Applications in Statistics

ISSN

0972-3617

e-ISSN

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Volume of the periodical

43

Issue of the periodical within the volume

2

Country of publishing house

IN - INDIA

Number of pages

43

Pages from-to

119-161

UT code for WoS article

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EID of the result in the Scopus database

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