ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL
Yıl: 2022 Cilt: 10 Sayı: 1 Sayfa Aralığı: 35 - 58 Metin Dili: İngilizce DOI: 10.20290/estubtdb.887201 İndeks Tarihi: 20-06-2022
ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL
Öz: This paper considers parameter estimation of the linear regression model with Ramsay-Novick (RN) distributed errors, focusing on its use to aid robustness. Positioning within the class of heavy-tailed distributions, RN distribution can be defined as the modification of unbounded influence function of a non-robust density so that it has more resistance to outliers.
Potential use of this robust density has been assessed in Bayesian settings on real data examples and there is a lack of performance assessment for finite samples in the classical approach. Therefore, this study explores its robustness properties when used as error distribution compared to normal and other alternating heavy-tailed distributions like Laplace and Studentt. An extensive simulation study was conducted for this purpose under different settings of sample size, model parameters and outlier percentages. An efficient data generation of RN distribution through random-walk Metropolis algorithm is here also suggested. The results were supported by a real world application on famously known as Brownlee’s stack loss plant data.
Anahtar Kelime: Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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| APA | ALTUNTAŞ M, CANKAYA E, Arslan O (2022). ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL . , 35 - 58. 10.20290/estubtdb.887201 |
| Chicago | ALTUNTAŞ Mutlu,CANKAYA EMEL,Arslan Olcay ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL . (2022): 35 - 58. 10.20290/estubtdb.887201 |
| MLA | ALTUNTAŞ Mutlu,CANKAYA EMEL,Arslan Olcay ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL . , 2022, ss.35 - 58. 10.20290/estubtdb.887201 |
| AMA | ALTUNTAŞ M,CANKAYA E,Arslan O ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL . . 2022; 35 - 58. 10.20290/estubtdb.887201 |
| Vancouver | ALTUNTAŞ M,CANKAYA E,Arslan O ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL . . 2022; 35 - 58. 10.20290/estubtdb.887201 |
| IEEE | ALTUNTAŞ M,CANKAYA E,Arslan O "ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL ." , ss.35 - 58, 2022. 10.20290/estubtdb.887201 |
| ISNAD | ALTUNTAŞ, Mutlu vd. "ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL ". (2022), 35-58. https://doi.org/10.20290/estubtdb.887201 |
| APA | ALTUNTAŞ M, CANKAYA E, Arslan O (2022). ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL . Eskişehir Teknik Üniversitesi Bilim ve Teknoloji Dergisi b- Teorik Bilimler, 10(1), 35 - 58. 10.20290/estubtdb.887201 |
| Chicago | ALTUNTAŞ Mutlu,CANKAYA EMEL,Arslan Olcay ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL . Eskişehir Teknik Üniversitesi Bilim ve Teknoloji Dergisi b- Teorik Bilimler 10, no.1 (2022): 35 - 58. 10.20290/estubtdb.887201 |
| MLA | ALTUNTAŞ Mutlu,CANKAYA EMEL,Arslan Olcay ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL . Eskişehir Teknik Üniversitesi Bilim ve Teknoloji Dergisi b- Teorik Bilimler, vol.10, no.1, 2022, ss.35 - 58. 10.20290/estubtdb.887201 |
| AMA | ALTUNTAŞ M,CANKAYA E,Arslan O ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL . Eskişehir Teknik Üniversitesi Bilim ve Teknoloji Dergisi b- Teorik Bilimler. 2022; 10(1): 35 - 58. 10.20290/estubtdb.887201 |
| Vancouver | ALTUNTAŞ M,CANKAYA E,Arslan O ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL . Eskişehir Teknik Üniversitesi Bilim ve Teknoloji Dergisi b- Teorik Bilimler. 2022; 10(1): 35 - 58. 10.20290/estubtdb.887201 |
| IEEE | ALTUNTAŞ M,CANKAYA E,Arslan O "ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL ." Eskişehir Teknik Üniversitesi Bilim ve Teknoloji Dergisi b- Teorik Bilimler, 10, ss.35 - 58, 2022. 10.20290/estubtdb.887201 |
| ISNAD | ALTUNTAŞ, Mutlu vd. "ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL ". Eskişehir Teknik Üniversitesi Bilim ve Teknoloji Dergisi b- Teorik Bilimler 10/1 (2022), 35-58. https://doi.org/10.20290/estubtdb.887201 |
