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    題名: Weighted quasi-likelihood estimation based on fuzzy clustering analysis method and dimension reduction technique
    作者: 吳忠武;Wu, Jong-wuu;Tsai, Tzong-Ru
    貢獻者: 淡江大學統計學系
    關鍵詞: Dimension reduction technique;Optimal fuzzy clustering method;Outlier;Ordinary least squares estimator;Monte Carlo simulation
    日期: 2002-06-16
    上傳時間: 2009-12-30 14:59:06 (UTC+8)
    出版者: Elsevier
    摘要: For simplifying the fuzzy-weighted quasi-likelihood estimation procedure and reducing the influence of outliers in quasi-likelihood estimation, optimal fuzzy clustering analysis method and dimension reduction technique are combined to develop a modified fuzzy-weighted quasi-likelihood estimation method. Under some weak conditions, the asymptotic properties of modified fuzzy-weighted quasi-likelihood estimator are derived. Simulation results show that the modified fuzzy-weighted quasi-likelihood estimator performs well in finite sample. Moreover, the method is studied on several examples.
    關聯: Fuzzy Sets and Systems 128(3), pp.353-364
    DOI: 10.1016/S0165-0114(01)00200-7
    顯示於類別:[統計學系暨研究所] 期刊論文

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