Dynamic Robust Bootstrap Algorithm for Linear Model Selection Using Least Trimmed Squares
The Ordinary Least Squares (OLS) method is often used to estimate the parameters of a linear model. Under certain assumptions, the OLS estimates are the best linear unbiased estimates. One of the important assumptions of the linear model is that the error terms are normally distributed. Unfortunatel...
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| 格式: | Thesis |
| 语言: | English English |
| 出版: |
2009
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| 主题: | |
| 在线阅读: | http://psasir.upm.edu.my/id/eprint/7237/1/IPM_2009_2a.pdf |
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