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Trimmed Estimators in Regression Framework

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F11%3A10101041" target="_blank" >RIV/00216208:11320/11:10101041 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Trimmed Estimators in Regression Framework

  • Original language description

    From the practical point of view the regression analysis and its Least Squares method is clearly one of the most used techniques of statistics. Unfortunately, if there is some problem present in the data (for example contamination), classical methods arenot longer suitable. A lot of methods have been proposed to overcome these problematic situations. In this contribution we focus on special kind of methods based on trimming. There exist several approaches which use trimming off part of the observations, namely well known high breakdown point method the Least Trimmed Squares, Least Trimmed Absolute Deviation estimator or e.g. regression L-estimate Trimmed Least Squares of Koenker and Bassett. Our goal is to compare these methods and its properties in detail.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

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

Others

  • Publication year

    2011

  • Confidentiality

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

Data specific for result type

  • Name of the periodical

    Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

  • ISSN

    0231-9721

  • e-ISSN

  • Volume of the periodical

    50

  • Issue of the periodical within the volume

    2

  • Country of publishing house

    CZ - CZECH REPUBLIC

  • Number of pages

    9

  • Pages from-to

    45-53

  • UT code for WoS article

  • EID of the result in the Scopus database