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dc.creatorPiche, Robert
dc.date.accessioned2012-03-30T09:52:47Z
dc.date.available2012-03-30T09:52:47Z
dc.date.issued2012-03-30
dc.identifier.urihttp://dspace.cc.tut.fi/dpub/handle/123456789/20936
dc.description.abstractThis brief report documents the Matlab function MVSREGRESS for multivariate linear regression based on the Student-t distribution. Student-t regression is more robust (less sensitive to occasional extreme observations) than normal (gaussian) linear regression. The report describes the statistical model and the ECM algorithm used to compute the maximum a-posteriori estimate of the model parameters. Two examples are presented to illustrate the robustness of Student regression compared to Normal regression.en
dc.format.mimetypeapplication/pdfen
dc.language.isoenen
dc.relation.isformatof3 p.en
dc.rightsThis publication is copyrighted. You may download, display and print it for Your own personal use. Commercial use is prohibited.en
dc.titleRobust Multivariate Linear Regression Using the Student-t Distributionen
dc.identifier.urnURN:NBN:fi:tty-201203301089
dc.contributor.laitosMatematiikan laitos – Department of Mathematicsen
dc.contributor.tiedekuntaLuonnontieteiden ja ympäristötekniikan tiedekunta – Faculty of Science and Environmental Engineeringen
dc.contributor.yliopistoTampereen teknillinen yliopisto - Tampere University of Technologyfi
dc.date.published2011-05-31
dc.contributor.laitoskoodimat


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