政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/142029

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政大機構典藏 > 商學院 > 統計學系 > 期刊論文 > Item 140.119/142029

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/142029

Title:	Trimmed estimator for circular-circular regression: breakdown properties and an exact algorithm for computation
Authors:	鄭宗記 Cheng, Tsung-Chi Jha, J.;Biswas, Atanu
Contributors:	統計系
Keywords:	Computation;Möbius transformation;trimmed estimator;von Mises distribution;wrapped Cauchy distribution
Date:	2022-04
Issue Date:	2022-09-21 11:46:16 (UTC+8)
Abstract:	The paper attempts to address the robustness issues in circular–circular regression. The Möbius transformation-based link function for circular–circular regression is considered. Defining the concept of breakdown point in this context, the robustness issues of the estimators in this model are discussed. Maximum trimmed cosine estimator in this context is considered and the breakdown point of the estimator is calculated. An exact polynomial time algorithm is then proposed for the computation of the estimator which makes the methodology useful and readily applicable for empirical datasets. Simulation studies show that the estimator is robust with respect to the outliers. An analysis of real data is performed to illustrate the proposed methodology.
Relation:	Statistics, 56(2), 375-395
Data Type:	article
DOI 連結:	https://doi.org/10.1080/02331888.2022.2066673
DOI:	10.1080/02331888.2022.2066673
Appears in Collections:	[統計學系] 期刊論文

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