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...
Saved in:
主要作者: | Rana, Md. Sohel |
---|---|
格式: | Thesis |
语言: | English English |
出版: |
2010
|
主题: | |
在线阅读: | http://psasir.upm.edu.my/id/eprint/19684/1/IPM_2010_5_F.pdf |
标签: |
添加标签
没有标签, 成为第一个标记此记录!
|
相似书籍
-
Robust diagnostic and parameter estimation for multiple linear and panel data regression models
由: Sani, Muhammad
出版: (2018) -
Robust Diagnostics In Logistic Regression Model
由: Ariffin @ Mat Zin, Syaiba Balqish
出版: (2010) -
Outlier Detections and Robust Estimation Methods for Nonlinear Regression Model Having Autocorrelated and Heteroscedastic Errors
由: Riazoshams, Hossein
出版: (2010) -
Robust estimation and detection of outliers in simultaneous regression model
由: Mahdi, Orooba Mohsin
出版: (2016) -
A robust ridge regression estimator in the presence of outliers and multicollinearity /
由: Marina Zahari
出版: (2001)