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Robust three-step regression based on comedian and its performance in cellwise and casewise outliers

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dc.contributor.advisorLaniado Rodas, Henry
dc.contributor.authorVelasco Vera, Henry Giovanny
dc.coverage.spatialMedellĆ­n de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degreeseng
dc.creator.emailhgvelascov@eafit.edu.cospa
dc.date.accessioned2019-02-14T19:28:23Z
dc.date.available2019-02-14T19:28:23Z
dc.date.issued2018
dc.description.abstractCellwise and casewise outliers may appear both at the same time in real data. Few methods have developed statistical methods to deal both types of outliers in regression models. We propose a new three-step regression method that uses the comedian as highly robust scatter estimate in a known threestep regression (3S-regression). The procedure introduced here, shows in general, an outperformance respect to recent robust methods. We test the comedian three-step regression (C3S-regression) in both synthetic and real data. The results of this paper show that the proposed C3S-regression is highly robust in presence of cellwise and casewise outliers. We also extend the results to models with continuous and dummy covariates.spa
dc.description.degreelevelMaestrĆ­aspa
dc.description.degreenameMagƭster en MatemƔticas Aplicadasspa
dc.format.mimetypeapplication/pdf
dc.identifier.ddc519.5 V433
dc.identifier.instnameinstname:Universidad EAFIT
dc.identifier.reponamereponame:Repositorio Institucional Universidad EAFIT
dc.identifier.repourlrepourl:https://repository.eafit.edu.co
dc.identifier.urihttps://hdl.handle.net/10784/13405
dc.language.isoeng
dc.publisherUniversidad EAFITspa
dc.publisher.departmentDepartamento de Ciencias BƔsicasspa
dc.publisher.facultyEscuela de Cienciasspa
dc.publisher.placeMedellĆ­nspa
dc.publisher.programMaestrƭa en MatemƔticas Aplicadasspa
dc.rights.accessrightsinfo:eu-repo/semantics/closedAccess
dc.rights.coarhttp://purl.org/coar/access_right/c_14cb
dc.rights.localAcceso metadatos
dc.subjectregresiĆ³nspa
dc.subject.keywordCellwise outlierspa
dc.subject.keywordCasewise contaminationspa
dc.subject.keywordComedianspa
dc.subject.keywordGeneralized Rocke S-Estimatorspa
dc.subject.keyword3S-regressionspa
dc.subject.lembAnĆ”lisis de regresiĆ³n-modelos matemĆ”ticosspa
dc.titleRobust three-step regression based on comedian and its performance in cellwise and casewise outliers
dc.typeinfo:eu-repo/semantics/masterThesis
dc.type.coarhttp://purl.org/coar/resource_type/c_bdcc
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aa
dc.type.localTesis de MaestrĆ­aspa
dc.type.redcolhttp://purl.org/redcol/resource_type/TM
dc.type.versioninfo:eu-repo/semantics/acceptedVersion
dspace.entity.typePublication

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