Doctor of Philosophy / Department of Statistics / Weixin Yao and Kun Chen / Ordinary least-squares (OLS) estimators for a linear model are very sensitive to unusual
values in the design space or outliers among y values. Even one single atypical value may have a large effect on the parameter estimates. In this proposal, we first review and describe some available and popular robust techniques, including some recent developed ones, and compare them in terms of breakdown point and efficiency. In addition, we also use a simulation study and a real data application to compare the performance of existing robust methods under different scenarios. Finite mixture models are widely applied in a variety of random phenomena. However, inference of mixture models is a challenging work when the outliers exist in the data. The traditional maximum likelihood estimator (MLE) is sensitive to outliers. In this proposal, we propose a Robust Mixture via Mean shift penalization (RMM) in mixture models and Robust Mixture Regression via Mean shift penalization (RMRM) in mixture regression, to achieve simultaneous outlier detection and parameter estimation. A mean shift parameter is added to the mixture models, and penalized by a nonconvex penalty function. With this model setting, we develop an iterative thresholding embedded EM algorithm to maximize the penalized objective function. Comparing with other existing robust methods, the proposed methods show outstanding performance in both identifying outliers and estimating the parameters.
| Identifer | oai:union.ndltd.org:KSU/oai:krex.k-state.edu:2097/18153 |
| Date | January 1900 |
| Creators | Yu, Chun |
| Publisher | Kansas State University |
| Source Sets | K-State Research Exchange |
| Language | en_US |
| Detected Language | English |
| Type | Dissertation |
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