• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Mathematical Problems in Engineering: Theory, Methods and Applications >Modified Least Trimmed Quantile Regression to Overcome Effects of Leverage Points
【24h】

Modified Least Trimmed Quantile Regression to Overcome Effects of Leverage Points

机译：Modified Least Trimmed Quantile Regression to Overcome Effects of Leverage Points

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相关主题

摘要

Quantile regression estimates are robust for outliers inydirection but are sensitive to leverage points. The least trimmed quantile regression (LTQReg) method is put forward to overcome the effect of leverage points. The LTQReg method trims higher residuals based on trimming percentage specified by the data. However, leverage points do not always produce high residuals, and hence, the trimming percentage should be specified based on the ratio of contamination, not determined by a researcher. In this paper, we propose a modified least trimmed quantile regression method based on reweighted least trimmed squares. Robust Mahalanobis' distance and GM6 weights based on Gervini and Yohai's (2003) cutoff points are employed to determine the trimming percentage and to detect leverage points. A simulation study and real data are considered to investigate the performance of our proposed methods.

著录项

获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号