估计员
数学
稳健性(进化)
威布尔分布
统计
线性化
审查(临床试验)
稳健回归
应用数学
普通最小二乘法
数学优化
生物化学
化学
物理
非线性系统
量子力学
基因
作者
Chanseok Park,Xuehong Gao,Min Wang
标识
DOI:10.1080/02664763.2023.2229969
摘要
This paper consists of two parts. The first part of the paper is to propose an explicit robust estimation method for the regression coefficients in simple linear regression based on the power-weighted repeated medians technique that has a tuning constant for dealing with the trade-offs between efficiency and robustness. We then investigate the lower and upper bounds of the finite-sample breakdown point of the proposed method. The second part of the paper is to show that based on the linearization of the cumulative distribution function, the proposed method can be applied to obtain robust parameter estimators for the Weibull and Birnbaum-Saunders distributions that are commonly used in both reliability and survival analysis. Numerical studies demonstrate that the proposed method performs well in a manner that is approximately comparable with the ordinary least squares method, whereas it is far superior in the presence of data contamination that occurs frequently in practice.
科研通智能强力驱动
Strongly Powered by AbleSci AI