Weighted quasi-likelihood estimation based on fuzzy clustering analysis method and dimension reduction technique

淡江大學機構典藏 > 商管學院 > 統計學系暨研究所 > 期刊論文 > Item 987654321/27378

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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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