多維模型的M估計

完整後設資料紀錄

DC 欄位	值	語言
dc.contributor.author	孫義發	en_US
dc.contributor.author	Yei-Fa Sun	en_US
dc.contributor.author	陳鄰安	en_US
dc.contributor.author	Lin-An Chen	en_US
dc.date.accessioned	2014-12-12T02:22:46Z	-
dc.date.available	2014-12-12T02:22:46Z	-
dc.date.issued	1999	en_US
dc.identifier.uri	http://140.113.39.130/cdrfb3/record/nctu/#NT880337016	en_US
dc.identifier.uri	http://hdl.handle.net/11536/65383	-
dc.description.abstract	Maronna (1976) 及 Kent 和 Tyler (1996) 都提出多變量具有不變性之M-估計。但是,他們的理論均建構在假設誤差變量具有如下之對稱型分配。我們提出也具有不變性之M-估計量,但是其理論不需有他們所作之限制。我們計算出在混合常態分配下之最小平方法及數種M-估計之近似變量數而且也算出C-R下限,用以比較。	zh_TW
dc.description.abstract	Affine equivariant multivariate M-estimators have been proposed by Maronna(1976) and Kent and Tyle(1996). However,their properties were studied under the assumption that random vector follows the spherically symmetric distribution	en_US
dc.language.iso	en_US	en_US
dc.subject	不變性之M-估計量	zh_TW
dc.subject	M-Estimation	en_US
dc.title	多維模型的M估計	zh_TW
dc.title	M-Estimation for Multivariate Model	en_US
dc.type	Thesis	en_US
dc.contributor.department	統計學研究所	zh_TW
顯示於類別：	畢業論文