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Doğrusal Regresyonda Ridge, Liu ve Lasso Tahmin Edicileri Üzerine Bir Çalışma

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10252978.pdf (1.591Mb)
Date
2019-07-22
Author
Küçük , Ayşe
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Abstract
In multiple linear regression analysis, the ridge and liu regression estimators are often used to solve the multicollinearity problem. In this thesis, Ridge, Liu methods and LASSO method, which is one of the most widely used biased estimators in literature in case of multiple connections in linear regression, are discussed in detail. In addition, robust parameter estimation were compared with classical methods in these methods. The MSE of the methods were compared and the results were interpreted through numerical examples where multicollinearity and outlier problems were seen together.
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http://hdl.handle.net/11655/9455
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  • İstatistik Bölümü Tez Koleksiyonu [85]
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