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Augmented Robust Estimators

 

作者: RonaldG. Arkin,   DouglasC. Montgomery,  

 

期刊: Technometrics  （Taylor Available online 1980）
卷期: Volume 22, issue 3  

页码: 333-341

 

ISSN:0040-1706

 

年代: 1980

 

DOI:10.1080/00401706.1980.10486164

 

出版商: Taylor & Francis Group

 

关键词: Robust regression;Biased estimators

 

数据来源: Taylor

 

摘要:

A method is presented based on augmented data sets for combining biased and robust regression techniques. The estimates are constrained robust estimates, using an appropriately chosen ridge, shrinkage or principal components constraint. Examples are provided to illustrate the ability of the procedure to shrink the estimated coefficients and to automatically detect and discount the effects of observations with large random error components.

 

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