Weighted quasi-likelihood estimation based on fuzzy clustering analysis method and dimension reduction technique

  • Authors:
  • Jong-Wuu Wu;Tzong-Ru Tsai

  • Affiliations:
  • Department of Statistics, Tamkang University, 151, Ying-Chuan Rd, Tamsui, Taipei 25137, Taiwan;Department of Statistics, Tamkang University, 151, Ying-Chuan Rd, Tamsui, Taipei 25137, Taiwan

  • Venue:
  • Fuzzy Sets and Systems - Clustering and modeling
  • Year:
  • 2002

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Abstract

For simplifying the fuzzy-weighted quasi-likelihood estimation procedure and reducing the influence of outliers in quasi-likelihood estimation, optimal fuzzy clustering analysis method and dimension reduction technique are combined to develop a modified fuzzy-weighted quasi-likelihood estimation method. Under some weak conditions, the asymptotic properties of modified fuzzy-weighted quasi-likelihood estimator are derived. Simulation results show that the modified fuzzy-weighted quasi-likelihood estimator performs well in finite sample. Moreover, the method is studied on several examples.