Abstract
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.
Degree
thesis:*- Name thesis:degree_name
- Master of Science
- Level thesis:degree_level
- masters
- Discipline thesis:degree_discipline
- Electrical and Computer Engineering
- Department dc:contributor.department
- Electrical and Computer Engineering
- Grantor dc:publisher
- Virginia Tech
- Year dc:date.issued
- 1996
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Neugebauer, Shawn Patrick
- Chair dc:contributor.committeechair
-
- Mili, Lamine M.
- Committee members dc:contributor.committeemember
-
- Coakley, Clint W.
- Reed, Jeffrey H.
Subjects
dc:subject × 3Rights
dc:rights- Statement dc:rights
-
- In Copyright
- Licence dc:rights.uri
Identifiers
dc:identifier.*- Dc Identifier Other
- etd-22820699602791
- OAI identifier oai:identifier
- oai:vtechworks.lib.vt.edu:10919/36557