Robust Diagnostics and Estimation in Heteroscedastic Regression Model in the Presence of Outliers
The violation of the assumption of homoscedasticity in OLS method, usually called heteroscedasticity, gravely misleads the inferential statistics. The current study has considered the situation when outliers occur in heteroscedastic data. Hence, the main focus of this research is to take remedial m...
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Main Author: | Rana, Md. Sohel |
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Format: | Thesis |
Language: | English English |
Published: |
2010
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Subjects: | |
Online Access: | http://psasir.upm.edu.my/id/eprint/19684/1/IPM_2010_5_F.pdf |
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