L1 regrese

• Thesis title in Czech: L₁ regrese
• Thesis title in English: L₁ Regression
• Key words: L1 norma, mediánová regrese, robustní odhad, odlehlá pozorování
• English key words: L1 norm, median regression, robust estimation, outlying observations
• Academic year of topic announcement: 2018/2019
• Thesis type: diploma thesis
• Thesis language: čeština
• Department: Department of Probability and Mathematical Statistics (32-KPMS)
• Supervisor: doc. RNDr. Matúš Maciak, Ph.D.
• Author: hidden - assigned and confirmed by the Study Dept.
• Date of registration: 29.08.2019
• Date of assignment: 29.08.2019
• Confirmed by Study dept. on: 12.09.2019
• Date and time of defence: 07.07.2020 08:00
• Date of electronic submission: 27.05.2020
• Date of submission of printed version: 28.05.2020
• Date of proceeded defence: 07.07.2020
• Opponents: doc. RNDr. Daniel Hlubinka, Ph.D.

Guidelines

Student sa oboznami so zakladnymi robustnymi pristupmi pri odhadovani regresnych modelov, specialne s medianovou regresiou a L_1 stratovou funkciou pri odhadovani. Popise zakladnu teoriu, odvodi/ukaze zakladne teoreticke poznatky a pomocou simulacii a realnych prikladov porovna klasicke metody s metodami robustnymi.

References

[1] Koenker, Roger (2005). Quantile Regression. Cambridge University Press. ISBN 0-521-60827-9.

[2] Cade, Brian S.; Noon, Barry R. (2003). A gentle introduction to quantile regression for ecologists. Frontiers in Ecology and the Environment. 1 (8): 412–420. doi:10.2307/3868138