Robustifying Model Fitting
提出一种通过加权来鲁棒化任何模型拟合过程的方法,权重来自模型所属的参数族,以减少不兼容信息的影响,并描述了确定加权参数值的机制。
SUMMARY A robust method for fitting a model from a parametric family is fundamental to effective statistical analysis. A procedure is given for robustifying any model fitting process by using weights from the family from which the model is to be chosen. The weighting reduces the influence of information that is not compatible with the model family, while maintaining the basic structure of a familiar model fitting process. The procedure produces a parametric family of model fitting functions. The value of the parameter determines the degree to which the weighting influences the robustified model fit. A mechanism for determining an appropriate value for the parameter is described.