Robust modeling
| dc.contributor.advisor | Scott, David W. | |
| dc.creator | Wojciechowski, William Conrad | |
| dc.date.accessioned | 2009-06-04T06:40:31Z | |
| dc.date.available | 2009-06-04T06:40:31Z | |
| dc.date.issued | 2001 | |
| dc.description.abstract | In this data-rich age, datasets often contain many observations and variables. Verifying the quality of a large dataset is a formidable task that is not to be completed by manual inspection. Therefore, methods that automatically perform well even when the dataset contains anomalous data points are needed. Robust procedures are designed to have this type of stability. A new general purpose robust estimator is introduced. This Bayesian procedure applies Gibbs sampling and data augmentation to achieve robustness by weighting the observations in the likelihood of Bayes' theorem. Because this new estimator relies upon simulation, it has several advantages over existing robust methods. The derivation of the new method will be presented along with examples that compare the new method to existing procedures. | |
| dc.format.extent | 104 p. | en_US |
| dc.format.mimetype | application/pdf | |
| dc.identifier.callno | THESIS STAT. 2001 WOJCIECHOWSKI | |
| dc.identifier.citation | Wojciechowski, William Conrad. "Robust modeling." (2001) Diss., Rice University. <a href="https://hdl.handle.net/1911/18043">https://hdl.handle.net/1911/18043</a>. | |
| dc.identifier.uri | https://hdl.handle.net/1911/18043 | |
| dc.language.iso | eng | |
| dc.rights | Copyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder. | |
| dc.subject | Statistics | |
| dc.title | Robust modeling | |
| dc.type | Thesis | |
| dc.type.material | Text | |
| thesis.degree.department | Statistics | |
| thesis.degree.discipline | Engineering | |
| thesis.degree.grantor | Rice University | |
| thesis.degree.level | Doctoral | |
| thesis.degree.name | Doctor of Philosophy |
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