ISSN:1009-5020 CN:42-1610/P

THEORETIC RESEARCH ON ROBUSTIFIED LEAST SQUARES ESTIMATOR BASED ON EQUIVALENT VARIANCE-COVARIANCE

THEORETIC RESEARCH ON ROBUSTIFIED LEAST SQUARES ESTIMATOR BASED ON EQUIVALENT VARIANCE-COVARIANCE

  • 摘要: Depending on analyzing the abuse of equivalent weights, a set of self-contained theory system on robust estimation based on equivalent variance-covariance is established, which includes ϱ function, φ function, equivalent variance-covariance function, influence function and breakdown point. And an example is given to verify that the robust models proposed in this paper are reliable and correct.

     

    Abstract: Depending on analyzing the abuse of equivalent weights, a set of self-contained theory system on robust estimation based on equivalent variance-covariance is established, which includes ϱ function, φ function, equivalent variance-covariance function, influence function and breakdown point. And an example is given to verify that the robust models proposed in this paper are reliable and correct.

     

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