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基于中位参数初值的等价权抗差估计方法
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基于中位参数初值的等价权抗差估计方法
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Journal Article
基于中位参数初值的等价权抗差估计方法
2011
Overview
等价权抗差估计法保留最小二乘估计处理正常观测值的优良特性,但其抗差性与初值关系极大,若用最小二乘估值作初值,必定会影响其抗差性。中位数法具有很好的抗差特性,但它只用部分观测数据计算参数估值,丢失大量有效信息。基于中位参数的抗差估计方法,在有限样本时,给出其崩溃污染率的估算方法。根据中位参数法和等价权抗差估计法的各自优点,先用中位参数法计算初值,再用等价权抗差估计法计算最终的参数估值。试验结果表明：该方法比基于最小二乘初值的等价权法具有更强的抗差性,比中位参数法的计算精度高。
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