Research of the mean cook distance and the robust estimate of scale parameter

被引：2

作者：

Zhizhong Wang

机构：

[1] Central South University of Technology,Institute of Surverying Engineering and Land Information

来源：

Journal of Central South University of Technology | 1997年 / 4卷 / 1期

关键词：

Cook distance; robust estimate; scale parameter;

D O I：

10.1007/s11771-997-0033-0

中图分类号：

学科分类号：

摘要：

Based on the principle of statistics and the research results by Zhu Jianjun, the paper establishes the mean Cook distance of scale parameter and studies its properties. The paper still presents the robust estimate of scale parameter with minimum mean Cook distance and theoretically shows that scale parameter is not “nuisance parameter” and it determined by the plus weight squared sums of the residuals of observations. A simple numerical example is given.

引用

页码：61 / 64

页数：3

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