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مقارنة بعض الطرائق الحصينة في تحليل الارتباط القويم الخطي باستخدام المحاكاة مع تطبيق عملي == Comparison of Some Robust Methods In Linear Canonical Correlation Analysis of Simulation Used With Practical Application
Author name:
طارق عزيز صالح
Supervisor name:
لقاء علي محمد العلوي
General topic:
Administration and Economics
Specific topic:
Statistics
Degree:
Master
University:
University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language:
Arabic
University location:
Baghdad
First pages:
07T3801 - p.pdf
Abstract:
تبرز اهمية الحاجة الى طرائق تقدير كفء والتي تسمى بالطرائق الحصينة (Robust Methods) عندما تكون بيانات الظاهرة المدروسة ملوثة، او وجود شواذ في المشاهدات، والتي ينتج بسببها مقدرات تؤدي الى زيادة او نقصان في متوسط مربعات الخطا (MSE) مما يؤدي الى استدلال احص | The important of the necessity to my efficient estimation methods, which are called the robust methods, appears when the data of the studied phenomenon are contaminated, it means the observations contains outliers,which may produce estimators which result in increasing (decreasing) in the (MSE), That would leads to an inaccurate statistical inference. From this point was the good behind this research in reaching robust estimators of canonical correlation analysis that can be achieved through the study of some robust methods such as (estimators - M, estimators - MVE, estimators - MCD and estimators - S).for the failure of the classical methods of estimation of canonical correlation analysis at containing data on the ratio contamination (outliers), that leads to the derivation of incorrect covariance matrix consequently to correlation matrix and a series of relations between the incorrect variables. Therefore the robust methods were used in the calculate of covariance matrix which would lead to robust matrices to robust canonical correlation analysis.In order to achieve the objectives of the research, it was divided into four chapters.The first chapter included the introduction, purpose of search and review of literature, the second chapter tackled the theoretical aspect of the robust methods in canonical correlation analysis as well as some of the important concepts, the third chapters deals with the application aspect in which tow types of applied studies were made, The first one uses the simulation method to compare among the studied methods of estimation in canonical correlation analysis and detect the best of the estimator depending on the two statistical measurements bias mean and mean square error which renders the minimum MSE of canonical correlation analysis, the second study uses the truthful data to verity the performance in a practical actuality.Finally, the fourth chapter included the conclusion, recommendations to which the researcher has arrived. In general it is regarded that MCD estimator is the best in the estimation of canonical correlation analysis in comparison with the other studied methods of estimation.
