Abstract

A problem is considered of stable estimation of the parameters of regression equations. The influence of anomalous observations on the Fisher information matrix is studied according to the calculation scheme of the LTS estimation. The necessity is substantiated of constructing the sampling management algorithms that provide maximization of the Fisher information quantity as well as stability under gross observation errors.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call