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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  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.
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    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:[統計學系] 學位論文

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