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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.relation.requiresURN:NBN:fi:tty-201203301089
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.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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