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تسجيل

Robust Estimation

المؤلف:  Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T.

المصدر:  "Robust Estimation." §15.7 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press

الجزء والصفحة:  ...

15-2-2021

1892

Robust Estimation

An estimation technique which is insensitive to small departures from the idealized assumptions which have been used to optimize the algorithm. Classes of such techniques include M-estimates (which follow from maximum likelihood considerations), L-Estimates (which are linear combinations of order statistics), and R-Estimates (based on statistical rank tests).

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REFERENCES:

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Robust Estimation." §15.7 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 694-700, 1992.