Robustified total least squares

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Robustified total least squares

Popis výsledku v původním jazyce

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 downweightingthe influential points is presented and its properties are discussed. Finally the generalization of TLS to mixed LS-TLS and its robustified version is mentioned.

Název v anglickém jazyce

Robustified total least squares

Popis výsledku anglicky

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 downweightingthe influential points is presented and its properties are discussed. Finally the generalization of TLS to mixed LS-TLS and its robustified version is mentioned.

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2010

Kód důvěrnosti údajů

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

Název statě ve sborníku

Doktorandské dny 2010

ISBN

978-80-01-04644-9

ISSN

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e-ISSN

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Počet stran výsledku

11

Strana od-do

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Název nakladatele

Česká technika - nakladatelství ČVUT

Místo vydání

Praha

Místo konání akce

Praha

Datum konání akce

19. 11. 2010

Typ akce podle státní příslušnosti

CST - Celostátní akce

Kód UT WoS článku

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