摘要
为限制异常数据对回归模型预报值的干扰 ,提出预报值影响有界的回归估计量。基于稳健统计的有关结果 ,证明了这些估计量的最优性和可容许性 ,进一步建立了 Bp-稳健性与 Vp-稳健性之间的关系。本文结果能有效地控制异常数据对预报值的影响 。
For various reasons, abnormal values exist in engineering data and ordinary regression methods often lead to serious errors. We propose to reduce such errors by a new method developed by us after several years of research on application of robust statistics. Our new method employs a class of regression estimators which possess bounded predicted-value influence. Using robust statistics, we prove the optimality and admissibility of these estimators and establish the relationship between B_p-robustness and V_p-robustness.
出处
《西北工业大学学报》
EI
CAS
CSCD
北大核心
2001年第1期72-75,共4页
Journal of Northwestern Polytechnical University
关键词
预报值
影响函数
因归模型
稳健性
predicted value, regression estimator, robustness
