Abstract
Bu çalışmada, veri kirliliği karşısında EKK bazı dayanıklı (robust) regresyon yöntemlerinin derinliklerinin davranışları incelendi. Yapılan Monte Carlo simülasyonları sonucunda bazı tahmincilere ilişkin örüntüler tespit edildi. Çalışmada ayrıca Bootstrap yöntemi ile elde edilen derinlik dağılımlarına dayanarak EKK Tahmincilerinin hipotez testlerinin derinliğe dayalı olarak yapılabileceği gösterildi.
Keywords
Aykırı değerler Bootstrap Dayanıklı Yöntemler En Derin Regresyon Regresyon Derinliği P-Değeri
References
- DANIELS, H.E. (1954), A Distribution-Free Test for Regression Parameters, Annals of Mathematical Statistics, 25,499-513.
- KARABULUT, İ., ÖZTÜRK, F. (2003), Lineer Modellerde Yarı Uzay Derinliğine Dayalı Dengeli Bootstrap Güven Bölgeleri, İstatistik Araştırma Dergisi, Cilt 2, No:3, 63-72.
- LIU, R., PARELIUS, J. , SINGH, K. (1990), Multivarite Analysis By Data Depth : Descriptive Statistics, Graphics and Inference, the Annals of Statistics, Vol. 27, No.3, 783-858.
- LIU, R., SINGH, K. (1993), A Quality Index Based on Data Depth and Multivariate Rank Tests, Journal of the American Statistical Association, Vol.88, 257-260.
- LIU, R., SINGH, K. (1997), Notions of Limiting P-Values on Data Depth and Bootstrap, Journal of the American Statistical Association, Vol.91, 266-277.
- ROUSSEEUW, P. J. HUBERT, M. (1999), Regression Depth, Journal of the American Statistical Association, Vol.94, 388-402.
- ROUSSEEUW, P.J., RUTS, I. TUKEY, J.W (1999), The Bagplot: A Bivarite Boxplot, The American Statistical, Vol.53. No.4, 382-387.
- TUKEY, J.W. (1975), Mathematics and Picturing Data, Proceedings of the 1974 International Congress of Mathematics, 523-531.
- VAN AELST, S., ROUSSEEUW. P.J., HUBERT, M., STRUYF. A. (2002), The Deepest Regression Method, Journal of Multivariate Analysis, Vol.81, 138-166.
A Study for Examining the Behaviors of Regression Depths of Ols and Some Robust Regression Methods Under Contamination
Abstract
In this paper, we examine the behaviors of the regression depths of OLS and some robust regression methods under contamination. Upon Monte Carlo simulations, we determine some patterns of some estimators. Using bootstrap method, we also show that the distributions of regression depth can be utilized in hypothesis testing of regression parameters of OLS.
References
- DANIELS, H.E. (1954), A Distribution-Free Test for Regression Parameters, Annals of Mathematical Statistics, 25,499-513.
- KARABULUT, İ., ÖZTÜRK, F. (2003), Lineer Modellerde Yarı Uzay Derinliğine Dayalı Dengeli Bootstrap Güven Bölgeleri, İstatistik Araştırma Dergisi, Cilt 2, No:3, 63-72.
- LIU, R., PARELIUS, J. , SINGH, K. (1990), Multivarite Analysis By Data Depth : Descriptive Statistics, Graphics and Inference, the Annals of Statistics, Vol. 27, No.3, 783-858.
- LIU, R., SINGH, K. (1993), A Quality Index Based on Data Depth and Multivariate Rank Tests, Journal of the American Statistical Association, Vol.88, 257-260.
- LIU, R., SINGH, K. (1997), Notions of Limiting P-Values on Data Depth and Bootstrap, Journal of the American Statistical Association, Vol.91, 266-277.
- ROUSSEEUW, P. J. HUBERT, M. (1999), Regression Depth, Journal of the American Statistical Association, Vol.94, 388-402.
- ROUSSEEUW, P.J., RUTS, I. TUKEY, J.W (1999), The Bagplot: A Bivarite Boxplot, The American Statistical, Vol.53. No.4, 382-387.
- TUKEY, J.W. (1975), Mathematics and Picturing Data, Proceedings of the 1974 International Congress of Mathematics, 523-531.
- VAN AELST, S., ROUSSEEUW. P.J., HUBERT, M., STRUYF. A. (2002), The Deepest Regression Method, Journal of Multivariate Analysis, Vol.81, 138-166.
Details
| Primary Language | Turkish |
|---|---|
| Subjects | Statistics |
| Journal Section | Research Articles |
| Authors | |
| Publication Date | August 15, 2005 |
| Published in Issue | Year 2005 Volume: 4 Issue: 2 |
