Asymptotic properties of robust three-stage procedure based on bootstrap for M-estimator
نویسندگان
چکیده
منابع مشابه
application of upfc based on svpwm for power quality improvement
در سالهای اخیر،اختلالات کیفیت توان مهمترین موضوع می باشد که محققان زیادی را برای پیدا کردن راه حلی برای حل آن علاقه مند ساخته است.امروزه کیفیت توان در سیستم قدرت برای مراکز صنعتی،تجاری وکاربردهای بیمارستانی مسئله مهمی می باشد.مشکل ولتاژمثل شرایط افت ولتاژواضافه جریان ناشی از اتصال کوتاه مدار یا وقوع خطا در سیستم بیشتر مورد توجه می باشد. برای مطالعه افت ولتاژ واضافه جریان،محققان زیادی کار کرده ...
15 صفحه اولA novel M-estimator for robust PCA
We study the basic problem of robust subspace recovery. That is, we assume a data set that some of its points are sampled around a fixed subspace and the rest of them are spread in the whole ambient space, and we aim to recover the fixed underlying subspace. We first estimate “robust inverse sample covariance” by solving a convex minimization procedure; we then recover the subspace by the botto...
متن کاملAsymptotic properties of a robust variance matrix estimator for panel data when T is large
I consider the asymptotic properties of a commonly advocated covariance matrix estimator for panel data. Under asymptotics where the cross-section dimension, n, grows large with the time dimension, T, fixed, the estimator is consistent while allowing essentially arbitrary correlation within each individual. However, many panel data sets have a non-negligible time dimension. I extend the usual a...
متن کاملAsymptotic Properties of the Residual Bootstrap for Lasso Estimators
Abstract. In this article, we derive the asymptotic distribution of the bootstrapped Lasso estimator of the regression parameter in a multiple linear regression model. It is shown that under some mild regularity conditions on the design vectors and the regularization parameter, the bootstrap approximation converges weakly to a random measure. The convergence result rigorously establishes a prev...
متن کاملA Robust Dispersion Control Chart Based on M-estimate
Process control charts are proven techniques for improving quality. Specifying the control limits is the most important step in designing a control chart. The presence of outliers may extremely affect the estimates of parameters using classical methods. Robust estimators which are not affected by outliers or the small departures from the model assumptions are applied in this paper to specify th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2003
ISSN: 0378-3758
DOI: 10.1016/s0378-3758(02)00160-x