並列摘要
This paper is concerned with robust regression analysis. It proposes an iterated procedure to obtain robust estimation of a regression model. The proposed method is simple, yet works well compared with other methods available in the literature, including least median of squares regression. Well-known examples in the literature are used for demonstration.
參考文獻
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被引用紀錄
Chai, H. C. (2011). 時距模型於金融市場非規律事件之分析 [doctoral dissertation, Chung Yuan Christian University]. Airiti Library. https://doi.org/10.6840/cycu201100944
羅善明（2010）。指數選擇權BS評價模型與GARCH評價模型之比較〔碩士論文，國立臺北大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0023-3101201001482100
朱慧培（2012）。以時變自我迴歸模型預測金融商品之風險值〔碩士論文，國立臺北大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0023-2807201213024800
延伸閱讀
- Wu, C. H. (2017). Robust regression by self-updating process [master's thesis, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU201701507
- 高子瑗（2015）。Effect Regression Analysis〔碩士論文，國立交通大學〕。華藝線上圖書館。https://doi.org/10.6842/NCTU.2015.00239
- Lin, T. J. (2020). Research on Applying Regression Analysis to Efficiency Evaluation [doctoral dissertation, I-SHOU University]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0074-3108202011562500
- 欉清全、李政峰、郭炳伸（2005）。A Simple Test for Predictive Ability Using Autoregression。經濟論文，33(1)，1-33。https://doi.org/10.29628/AEP.200503.0001
- Ding, C. G., & Yu, J. S. (2001). A Simple Approach for Lack-of-fit Test in Regression without Replicates. Pan-Pacific Management Review, 4(1), 23-33. https://doi.org/10.30166/PPMR.200102.0002