Abstract: In general, classical methods such as maximum
likelihood (ML) and least squares (LS) estimation methods are used
to estimate the shape parameters of the Burr XII distribution.
However, these estimators are very sensitive to the outliers. To
overcome this problem we propose alternative robust estimators
based on the M-estimation method for the shape parameters of the
Burr XII distribution. We provide a small simulation study and a real
data example to illustrate the performance of the proposed estimators
over the ML and the LS estimators. The simulation results show that
the proposed robust estimators generally outperform the classical
estimators in terms of bias and root mean square errors when there
are outliers in data.
Abstract: This paper describes a new method for affine parameter
estimation between image sequences. Usually, the parameter
estimation techniques can be done by least squares in a quadratic
way. However, this technique can be sensitive to the presence
of outliers. Therefore, parameter estimation techniques for various
image processing applications are robust enough to withstand the
influence of outliers. Progressively, some robust estimation functions
demanding non-quadratic and perhaps non-convex potentials adopted
from statistics literature have been used for solving these. Addressing
the optimization of the error function in a factual framework for
finding a global optimal solution, the minimization can begin with
the convex estimator at the coarser level and gradually introduce nonconvexity
i.e., from soft to hard redescending non-convex estimators
when the iteration reaches finer level of multiresolution pyramid.
Comparison has been made to find the performance of the results
of proposed method with the results found individually using two
different estimators.
Abstract: The detection of outliers is very essential because of
their responsibility for producing huge interpretative problem in
linear as well as in nonlinear regression analysis. Much work has
been accomplished on the identification of outlier in linear
regression, but not in nonlinear regression. In this article we propose
several outlier detection techniques for nonlinear regression. The
main idea is to use the linear approximation of a nonlinear model and
consider the gradient as the design matrix. Subsequently, the
detection techniques are formulated. Six detection measures are
developed that combined with three estimation techniques such as the
Least-Squares, M and MM-estimators. The study shows that among
the six measures, only the studentized residual and Cook Distance
which combined with the MM estimator, consistently capable of
identifying the correct outliers.