Yıl: 2015 Cilt: 3 Sayı: 2 Sayfa Aralığı: 73 - 82 Metin Dili: Türkçe İndeks Tarihi: 29-07-2022

SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS

Öz:
Bu çalışmada doğrusal regresyon modellerinin tahmininde yaygın olarak kullanılan EKK tekniğinin varsayımlarının sağlanmamasından kaynaklanan problemlerin çözümü için kullanılan Robust regresyon yöntemleri incelenmiştir. Robust tahmin ediciler küçük sapmalardan, aykırılıklardan etkilenmezler. Bu amaçla, çalışmada varsayımların sağlanmadığı durumlarda kullanılan bazı robust regresyon teknikleri tanıtılmıştır ve bu tekniklere ait parametre tahmin algoritmaları incelenmiştir. Uygulamada Lad, Ağırlıklı M regresyon, Theil regresyon ve En küçük Medyan Kareler yöntemlerine ait regresyon modeli, belirleme katsayıları ve ortalama mutlak sapmalar hesaplanmış olup, bu tahmin edicilerden hangisinin daha iyi sonuç verdiği tartışılmıştır
Anahtar Kelime:

Konular: İşletme İktisat İstatistik ve Olasılık

BAZI ROBUST TAHMİN YÖNTEMLERİ VE UYGULAMALARI

Öz:
This study examines robust regression methods which are used for the solution of problems caused by the situations in which the assumptions of LSM technique, which is commonly used for the prediction of linear regression models, cannot be used. Robust estimators are not influenced by small deviations and discrepancies. For this purpose, some robust regression techniques which are used in situations in which the assumptions cannot be made were introduced and parameter estimation algorithms of these techniques were analyzed. Regression models of the methods of Lad, Weighted M regression, Theil regression and Least Median Squares, coefficients of determination and average absolute deviations were calculated and the results were discussed as to which of these methods gave better results.
Anahtar Kelime:

Konular: İşletme İktisat İstatistik ve Olasılık
Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA Zaman T, ALAKUŞ K (2015). SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS. , 73 - 82.
Chicago Zaman Tolga,ALAKUŞ KAMİL SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS. (2015): 73 - 82.
MLA Zaman Tolga,ALAKUŞ KAMİL SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS. , 2015, ss.73 - 82.
AMA Zaman T,ALAKUŞ K SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS. . 2015; 73 - 82.
Vancouver Zaman T,ALAKUŞ K SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS. . 2015; 73 - 82.
IEEE Zaman T,ALAKUŞ K "SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS." , ss.73 - 82, 2015.
ISNAD Zaman, Tolga - ALAKUŞ, KAMİL. "SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS". (2015), 73-82.
APA Zaman T, ALAKUŞ K (2015). SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS. Alphanumeric Journal, 3(2), 73 - 82.
Chicago Zaman Tolga,ALAKUŞ KAMİL SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS. Alphanumeric Journal 3, no.2 (2015): 73 - 82.
MLA Zaman Tolga,ALAKUŞ KAMİL SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS. Alphanumeric Journal, vol.3, no.2, 2015, ss.73 - 82.
AMA Zaman T,ALAKUŞ K SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS. Alphanumeric Journal. 2015; 3(2): 73 - 82.
Vancouver Zaman T,ALAKUŞ K SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS. Alphanumeric Journal. 2015; 3(2): 73 - 82.
IEEE Zaman T,ALAKUŞ K "SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS." Alphanumeric Journal, 3, ss.73 - 82, 2015.
ISNAD Zaman, Tolga - ALAKUŞ, KAMİL. "SOME ROBUST ESTIMATION METHODS AND THEIR APPLICATIONS". Alphanumeric Journal 3/2 (2015), 73-82.