Robust parametric estimates of heterogeneous experimental data
In the present work, a weighted maximum likelihood method (WMLM) is proposed to obtain robust estimates of experimental data containing outliers. The method allows asymptotically effective robust unbiased estimates to be obtained in the presence of not only external, but also internal asymmetric and...
| Published in: | Russian physics journal Vol. 63, № 9. P. 1510-1518 |
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| Main Author: | |
| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000894840 Перейти в каталог НБ ТГУ |
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| 024 | 7 | |a 10.1007/s11182-021-02199-4 |2 doi | |
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| 100 | 1 | |a Simakhin, Valerii A. |9 805213 | |
| 245 | 1 | 0 | |a Robust parametric estimates of heterogeneous experimental data |c V. A. Simakhin, L. G. Shamanaeva, A. E. Avdyushina |
| 336 | |a Текст | ||
| 337 | |a электронный | ||
| 504 | |a Библиогр.: 19 назв. | ||
| 520 | 3 | |a In the present work, a weighted maximum likelihood method (WMLM) is proposed to obtain robust estimates of experimental data containing outliers. The method allows asymptotically effective robust unbiased estimates to be obtained in the presence of not only external, but also internal asymmetric and symmetric outliers. Algorithms for obtaining robust WMLM estimates are considered at the parametric level of aprioristic uncertainty. It is demonstrated that these estimates converge to the maximum likelihood estimates of a heterogeneous data sample for each distribution within the Tukey supermodel. | |
| 653 | |a физические эксперименты | ||
| 653 | |a статистическая обработка данных | ||
| 653 | |a разнородные экспериментальные данные | ||
| 653 | |a робастные оценки | ||
| 653 | |a параметрические оценки | ||
| 655 | 4 | |a статьи в журналах |9 879358 | |
| 700 | 1 | |a Shamanaeva, Luidmila G. |9 103267 | |
| 700 | 1 | |a Avdyushina, A. E. |9 805311 | |
| 773 | 0 | |t Russian physics journal |d 2021 |g Vol. 63, № 9. P. 1510-1518 |x 1064-8887 | |
| 852 | 4 | |a RU-ToGU | |
| 856 | 4 | |u http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000894840 | |
| 856 | |y Перейти в каталог НБ ТГУ |u https://koha.lib.tsu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=894840 | ||
| 908 | |a статья | ||
| 999 | |c 894840 |d 894840 | ||
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