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A Robust Estimation Method for Outlier-Resistant in Functional Data Analysis
Thesis

A Robust Estimation Method for Outlier-Resistant in Functional Data Analysis

邱聖哲
Masters, National Tsing Hua University
2010

Abstract

離群值Functional Data OutliersFunctional Data
Functionaldataiswidelyappliedinourdailylife,suchashumanheightgrowth,circadianrhythmsandinternettracanalysisetc.Outliersoftenoccurinfunctionaldata,andsome-timesarediculttodirectlydetectbyvisualinspectionandcauseincorrectconclusioninthestatisticalanalysis.Thus,themethodswhichcanhandleoutliersautomaticallyandecientlyisanimportantissue.Inthispaper,weproposeamethodtohandleandagainstoutliersonparameterestimation.TheestimatorsarebasedonStudent'stdistribution,andwhichcanautomaticallydetectoutliers.Inaddition,theoutlierwillberesistedviaaweightfunction,andthusenhancerobustness.Intheoreticallyderivation,weintroducetheconsistencypropertyofestimatorsandanalyzetheoutliersensitivityandtheasymp-toticcovariancebyderivingtheirinuencefunction.Ournumericalresultsdemonstrateourproposedestimatorsarerobustandcanecientlyagainstoutliers.

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