Robust Regression with Continuous and Categorical Variables Having Heteroscedastic Non-Normal Errors

The performance of the classical Ordinary Least Squares (OLS) method can be very poor when the data set for which one often makes a normal assumption, has a heavy- tailed distribution which may arise as a result of outliers. The problem is further complicated when the variances of the error terms a...

全面介绍

Saved in:
书目详细资料
主要作者: Majeed Al-Talib, Bashar Abdul Aziz
格式: Thesis
语言:English
English
出版: 2006
主题:
在线阅读:http://psasir.upm.edu.my/id/eprint/546/1/600391_fs_2006_52_abstrak_je__dh_pdf_.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