强大的标量对函数的部分定量回归
Ufuk Beyaztas1, Mujgan Tez1, Han Lin Shang2
1Department of Statistics, Marmara University, Kadikoy-Istanbul, Turkey.
Journal of applied statistics
|June 5, 2024
概括
这项研究引入了一个可靠的方法,用于标量对函数量子回归,有效地处理异常值和杆点在功能数据. 新方法确保了可靠的参数估计和预测,优于现有技术.
科学领域:
- 统计 统计 统计 统计
- 功能数据分析 功能数据分析
背景情况:
- 标量函数量子回归为响应异常值提供了稳定性.
- 它仍然容易受到功能预测器中的杆点的影响,影响模型的准确性.
- 杆点可以扭曲预测矩阵自身结构,导致估计不佳.
研究的目的:
- 开发一个可靠的程序,用于标量对函数的量子回归.
- 解决功能预测器中异常值和杆点所带来的挑战.
- 确保在数据异常存在时可靠的参数估计和预测.
主要方法:
- 建议采用一个功能部分定量回归方法.
- 在组件提取过程中引入了加权的部分量子合变量.
- 部分量子素组件的代重量保证了稳定性.
主要成果:
- 拟议的方法证明了可靠的估计和预测性能.
- 蒙特卡洛实验和一个经验例子验证了这一方法.
- 与现有的统计方法进行了有利的比较.
结论:
- 这种新的方法有效地处理了标量对函数定量回归中的异常值和杆点.
- 即使使用受污染的功能数据,也可以实现可靠的估计和预测.
- 一个R包,robfpqr,可用于实际实施.
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