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...

Full description

Saved in:
Bibliographic Details
Main Author: Uraibi, Hassan Sami
Format: Thesis
Language:English
English
Published: 2009
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/7237/1/IPM_2009_2a.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items