Robust three-step regression based on comedian and its performance in cell-wise and case-wise outliers
dc.citation.journalTitle | Mathematics | |
dc.contributor.author | Velasco H. | |
dc.contributor.author | Laniado H. | |
dc.contributor.author | Toro M. | |
dc.contributor.author | Leiva V. | |
dc.contributor.author | Lio Y. | |
dc.contributor.department | Universidad EAFIT. Departamento de Ingeniería Mecánica | spa |
dc.contributor.researchgroup | Estudios en Mantenimiento (GEMI) | spa |
dc.date.accessioned | 2021-04-12T19:12:49Z | |
dc.date.available | 2021-04-12T19:12:49Z | |
dc.date.issued | 2020-01-01 | |
dc.description.abstract | Both cell-wise and case-wise outliers may appear in a real data set at the same time. Few methods have been developed in order to deal with both types of outliers when formulating a regression model. In this work, a robust estimator is proposed based on a three-step method named 3S-regression, which uses the comedian as a highly robust scatter estimate. An intensive simulation study is conducted in order to evaluate the performance of the proposed comedian 3S-regression estimator in the presence of cell-wise and case-wise outliers. In addition, a comparison of this estimator with recently developed robust methods is carried out. The proposed method is also extended to the model with continuous and dummy covariates. Finally, a real data set is analyzed for illustration in order to show potential applications. © 2020 by the authors. | eng |
dc.identifier | https://eafit.fundanetsuite.com/Publicaciones/ProdCientif/PublicacionFrw.aspx?id=12181 | |
dc.identifier.doi | 10.3390/MATH8081259 | |
dc.identifier.issn | 22277390 | |
dc.identifier.other | WOS;000567322300001 | |
dc.identifier.other | SCOPUS;2-s2.0-85089678854 | |
dc.identifier.uri | http://hdl.handle.net/10784/28356 | |
dc.language.iso | eng | |
dc.publisher | MDPI AG | |
dc.relation | DOI;10.3390/MATH8081259 | |
dc.relation | WOS;000567322300001 | |
dc.relation | SCOPUS;2-s2.0-85089678854 | |
dc.relation.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85089678854&doi=10.3390%2fMATH8081259&partnerID=40&md5=009e74b718083f58abc4c03e676fef7f | |
dc.rights | https://v2.sherpa.ac.uk/id/publication/issn/2227-7390 | |
dc.source | Mathematics | |
dc.subject | 3S-regression | eng |
dc.subject | Case-wise contamination | eng |
dc.subject | Comedian | eng |
dc.subject | MAD | eng |
dc.subject | Monte carlo simulation | eng |
dc.subject | R software | eng |
dc.subject | Robustness | eng |
dc.subject | Rocke S-estimator | eng |
dc.title | Robust three-step regression based on comedian and its performance in cell-wise and case-wise outliers | eng |
dc.type | info:eu-repo/semantics/article | eng |
dc.type | article | eng |
dc.type | info:eu-repo/semantics/publishedVersion | eng |
dc.type | publishedVersion | eng |
dc.type.local | Artículo | spa |