Copula-based regression estimation in the presence of outliers

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Communications in Statistics-Simulation and Computation Pub Date : 2024-07-08 DOI:10.1080/03610918.2024.2372657

Alam Ali, Ashok Kumar Pathak, Mohd Arshad, Takeshi Emura

引用次数: 0

Abstract

Ordinary least square estimators for linear regression models are highly influenced by outliers. Copula is a powerful tool for studying the dependence between response and predictor variables and m...

查看原文本刊更多论文

存在异常值时基于 Copula 的回归估计

线性回归模型的普通最小二乘法估计值受异常值的影响很大。Copula是研究响应变量和预测变量之间依赖关系的有力工具，它能帮助我们更好地理解这些变量。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Communications in Statistics-Simulation and Computation 数学-统计学与概率论

CiteScore

2.50

自引率

11.10%

发文量

240

审稿时长

6 months

期刊介绍： The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.