التفاصيل البيبلوغرافية
| العنوان: |
Robust Multivariate Tolerance Regions: Influence Function and Monte Carlo Study. |
| المؤلفون: |
Boente, Graciela1, Farall, Andrés2 |
| المصدر: |
Technometrics. Nov2008, Vol. 50 Issue 4, p487-500. 14p. 9 Charts, 6 Graphs. |
| مصطلحات موضوعية: |
*MULTIVARIATE analysis, *MONTE Carlo method, ROBUST control, STATISTICAL tolerance regions, OUTLIERS (Statistics), PROBABILITY measures |
| مستخلص: |
In this article we define a class of multivariate tolerance regions that turn Out to be more resistant than the classical ones to outliers. The tolerance factors are numerically evaluated under the central model, and the sensitivity to deviations from the normal distribution for moderate samples is studied through a Monte Carlo study. Moreover, the influence function of the coverage probability allows us to compare the sensitivity of different proposals to anomalous data. Finally, real data examples are discussed. [ABSTRACT FROM AUTHOR] |
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