Robust Analysis of M-Estimators of Nonlinear Models

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dc.contributor.authorNeugebauer, Shawn Patricken
dc.contributor.committeechairMili, Lamine M.en
dc.contributor.committeememberCoakley, Clint W.en
dc.contributor.committeememberReed, Jeffrey H.en
dc.contributor.departmentElectrical and Computer Engineeringen
dc.date.accessioned2014-03-14T20:51:06Zen
dc.date.adate1996-08-16en
dc.date.available2014-03-14T20:51:06Zen
dc.date.issued1996-08-16en
dc.date.rdate1996-08-16en
dc.date.sdate1998-07-20en
dc.description.abstractEstimation of nonlinear models finds applications in every field of engineering and the sciences. Much work has been done to build solid statistical theories for its use and interpretation. However, there has been little analysis of the tolerance of nonlinear model estimators to deviations from assumptions and normality. We focus on analyzing the robustness properties of M-estimators of nonlinear models by studying the effects of deviations from assumptions and normality on these estimators. We discuss St. Laurent and Cook's Jacobian Leverage and identify the relationship of the technique to the robustness concept of influence. We derive influence functions for M-estimators of nonlinear models and show that influence of position becomes, more generally, influence of model. The result shows that, for M-estimators, we must bound not only influence of residual but also influence of model. Several examples highlight the unique problems of nonlinear model estimation and demonstrate the utility of the influence function.en
dc.description.degreeMaster of Scienceen
dc.identifier.otheretd-22820699602791en
dc.identifier.sourceurlhttp://scholar.lib.vt.edu/theses/available/etd-22820699602791/en
dc.identifier.urihttp://hdl.handle.net/10919/36557en
dc.publisherVirginia Techen
dc.relation.haspartetd.pdfen
dc.relation.haspartneugebauer.pdfen
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subjectnonlinear regressionen
dc.subjectnonlinear model estimationen
dc.subjectrobust regressionen
dc.titleRobust Analysis of M-Estimators of Nonlinear Modelsen
dc.typeThesisen
thesis.degree.disciplineElectrical and Computer Engineeringen
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.levelmastersen
thesis.degree.nameMaster of Scienceen

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