RANK REGRESSION WITH LOG GAMMA-RESIDUALS
成果类型：
Article
署名作者：
SMITH, SP; HAMMOND, K
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1988
页码：
741751
关键词：
摘要：
A robust analysis for field data is proposed using a stratified rank regression model. That analysis follows Pettitt (1982). Alternatively, a new technique is described where residuals are log gamma random variables. The log gamma distribution is approximately normal when the shape parameter is large and this parameter is taken as an integer which is either preselected or estimated by a simple grid search. Algorithms for estimating location parameters by maximizing the likelihood based on within-stratum rank information are described and illustrated using a small data set.