English  |  正體中文  |  简体中文  |  Post-Print筆數 : 11 |  Items with full text/Total items : 88837/118541 (75%)
Visitors : 23546698      Online Users : 472
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/18156
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/18156


    Title: High Breakdown Estimation of Multivariate Mean and covariance With Missing Observations
    Authors: 鄭宗記;Victoria-Feser M.-P.
    Cheng, Tsung-Chi;Maria-Pia Victoria-Feser
    Date: 2002-11
    Issue Date: 2008-12-19 14:51:34 (UTC+8)
    Abstract: We consider the problem of outliers in incomplete multivariate data when the aim is to estimate a measure of mean and covariance, as is the case, for example, in factor analysis. The ER algorithm of Little and Smith which combines the EM algorithm for missing data and a robust estimation step based on an M-estimator could be used in such a situation. However, the ER algorithm as originally proposed can fail to be robust in some cases, especially in high dimensions. We propose here two alternatives to avoid the problem. One is to combine a small modification of the ER algorithm with a so-called high-breakdown estimator as the starting point for the iterative procedure, and the other is to base the estimation step of the ER algorithm on a high-breakdown estimator. Among the high-breakdown estimators which are actually built to keep their robustness properties even if the number of variables is relatively large, we consider here the minimum covariance determinant estimator and the t-biweight S-estimator. Simulated and real data are used to compare and illustrate the different procedures.
    Relation: British Journal of Mathematical and Statistical Psychology, 55,317-335
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1348/000711002760554615
    DOI: 10.1348/000711002760554615
    Appears in Collections:[統計學系] 期刊論文

    Files in This Item:

    File Description SizeFormat
    317335.pdf406KbAdobe PDF925View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback