政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/30926

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/30926

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113451/144438 (79%)
Visitors : 51260085 Online Users : 831

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Scope

please add "double quotation mark" for query phrases to get precise results

please goto advance search for comprehansive author search

Adv. Search

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

Goto mobile version

政大典藏 > College of Commerce > Department of Statistics > Theses > Item 140.119/30926

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/30926

Title:	混合連續與間斷資料之馬式距離的穩健估計 Robust estimation of the Mahalanobis distance for multivariate data mixed with continuous and discrete variables
Authors:	任嘉珩 Jen , Chia Heng
Contributors:	鄭宗記任嘉珩 Jen , Chia Heng
Keywords:	混合型資料隱藏常態變數模型穩健估計馬式距離 mixed data normal latnet variable model robust estimation Mahalanobis distacne minimum covariance determinant
Date:	2007
Issue Date:	2009-09-14
Abstract:	本研究採用Lee 和Poon 所提出的隱藏常態變數模型來估計混合連續與間斷型變數之參數估計，並估計其馬式距離。此外，並利用穩健估計來估計混合型資料參數及其馬式距離，可在有離群值時解決最大蓋似估計的不穩定。 Poon and Lee (1987) applied normal latent variable model to deal with the parameters estimation for the data mixed with continuous and discrete variables and Bedrick et al. (2000) used this idea to evaluate the Mahalanobis distance. In this thesis, we extend a similar idea to robustly estimate Multivariate Data Mixed with Continuous and Discrete Variables with the same model. Furthermore, we evaluate the Mahalanobis distance which can determine similarity of variables. The proposed method can overcome the unreliability of MLE while there exist outliers in the data.
Reference:	[1] Barnett, V. and Lewis, T. (1994), Outliers in Statistical Data, 3rd ed. New York: John Wiley and Sons. [2] Bedrick, E. J., Lapidus, J., and Powell, J. F. (2000), Estimating the Mahalanobis Distance from Mixed Continuous and Discrete Data, Biometrics, 56, 394–401. [3] Bhattacharyya, A. (1943), On a measure of divergence between two statistical populations defined by their probability distributions, Bulletin of the Calcutta Mathematical Society, 35, 99–109. [4] Donoho, D. L., and Huber,P. J. (1983), The Notion of Breakdown Point. In A Festschrift for Erich L. Lehmann, Ed. P. J. Bickel, K. A. Docksum and J. L. Hodges, Jr., 157–84, Belmont CA: Wadsworth. [5] Hampel, F., Ronchetti, P., Rousseeuw, P., and Stahel, W. (1986), Robust Statistics: The Approach Based on Influence Functions, New York: John Wiley and Sons. [6] Huber, Peter. J. (1964), Robust estimation of a location parameter, The Annals of Mathematical Statistics, 35, 73–101. [7] Huber, Peter. J. (1981), Robust Statistics, New York: John Wiley and Sons. [8] Jobsin, J. D. (1992), Applied Multivariate Data Analysis: Volume II: Categorical and Multivariate Methods, New York: Springer-Verlag. [9] Krzanowski, W. J. (1975), Discrimination and classfication using both binary and continuous variables, Journal of the American Statistical Association, 70, 782–790. [10] Krzanowski, W. J. (1983), Distance between population using mixed continuous and categorical variables, Biometrika, 70, 235–243. [11] Lehmann, E. L. and Casella, G. (1998), Theory of Point Estimation, New York: Springer. [12] Krzanowski, W. J. and Marriott, F. H. C. (1995), Kendall’s Library of Statistics 2, Maltivariate Analysis Part 2, London: Arnold. [13] Mahalanobis, P. C. (1936), On the generalized distance in statistics, Proceedings of the National Institute of Science India, 2, 49–55. [14] Mardia, K. V., Kent, J. T. and Bibby, J. M. (1979), Multivariate Analysis, London: Academic Press. [15] Maronna, R. A., Martin, R. D. and Yohai, V. J. (2006), Robust Statistics, Theory and Methods, New York: Wiley. [16] Matusita, K. (1972), Discrimination and the affinity of distributions, Sidcriminant Analysis and Applications, Ed. T. Cacoullos, pp.213-223, New York: Academic Press. [17] Olkin,I. and Tate, R. F. (1961), Multivariate correlation models with mixed discrete and continuous variables, Annals of Mathematical Statistics, 32, 448– 465. [18] Poon, W. Y. and Lee, S. Y. (1986), Maximum likelihood estimation of polyserial correlations, Psychometrika, 51, 113–121. [19] Poon, W. Y. and Lee, S. Y. (1987),Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients, Psychometrika, 52, 409– 430. [20] Prohorov, Y. V. (1956), Convergence of random processes and limit theorems in probability theory, Theory of Probability and its Applications, 1, 157–214. [21] Rousseeuw, P. J. (1984), Least median of squares regression, Journal of the American Statistical Association, 79, 871–880. [22] Rousseeuw, P. J. and A. M. Leroy (1987), Robust Regression and Outlier Detection, New York: John Wiley. [23] Rousseeuw, P. J. and Van Driessen, K. (1999), A fast algorithm for the minimum covariance determinant estimator. Technometrics, 41, 212V223. [24] Zaman, A., Rousseeuw, P. J., and Orhan, M. (2001), Econometric applications of high-breakdown robust regression techiniques, Econometrics Letters, 71, 1–8.
Description:	碩士國立政治大學統計研究所 95354024 96
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0095354024
Data Type:	thesis
Appears in Collections:	[Department of Statistics] Theses

Files in This Item:

File	Size	Format
index.html	0Kb	HTML2	239	View/Open

All items in 政大典藏 are protected by copyright, with all rights reserved.

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

DSpace Software Copyright © 2002-2004 MIT & Hewlett-Packard / Enhanced by NTU Library IR team Copyright © - Feedback