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Comparative Analysis of M-estimators in Regression Models

Student: Robert Khachatryan

Supervisor: Elena R. Goryainova

Faculty: Faculty of Computer Science

Educational Programme: Applied Mathematics and Information Science (Bachelor)

Final Grade: 9

Year of Graduation: 2016

This project is an attempt at highlighting some issue pertaining to the sphere of robust statistics. The certain research question can be framed as follows: how standard regression methods could be advanced to get the best results in case of outliers. To answer it I intend to find out whether the robust techniques are possible to apply. Moreover, the methods will be tested on data with different distributions. This research attempts to become one of these investigations and aims at considering the modern robust method. It has emerged that a number of studies were made recent time and the contemporary perspectives could be perhaps best summed up in the idea of robust approach. The baseline results are intended to enable me to make some generalization, which could stimulate others to come closer to understanding some peculiarities of the robust statistics.

Full text (added May 24, 2016)

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