TY - JOUR
T1 - Modified One-Step M-Estimator with Robust Scale Estimator for
Multivariate Data
AU - Naeem Melik, Hameedah AU - Aishah Ahad, Nor AU - Soaad Syed Yahaya, Sharipah
JO - Journal of Engineering and Applied Sciences
VL - 13
IS - 24
SP - 10396
EP - 10400
PY - 2018
DA - 2001/08/19
SN - 1816-949x
DO - jeasci.2018.10396.10400
UR - https://makhillpublications.co/view-article.php?doi=jeasci.2018.10396.10400
KW - robust
KW -Q
KW -Modified one-step M-estimator
KW -encountered
KW -trimming criterion
KW -multivariate data
AB - The Modified One-step M-estimator (MOM) is a highly efficient robust estimator for classifying multivariate data. Generally, robust estimators came into existence as a solution to the inability of classical Linear Discriminant Analysis (LDA) to perform optimally in the presence of outliers. Thus, to solve this shortcoming, the robust MOM estimator is integrated with a highly robust scale estimator, Qn, in the trimming criterion of MOM. This introduces a new robust approach termed RLDAMQ for handling outliers encountered in multivariate data. The results show the superiority of RLDAMQ over the classical LDA and previously existing robust method in literature in terms of misclassification error evaluated through simulated data.
ER -