The performance of robust weighted least squares in the presence of outliers and heteroscedastic errors
The Ordinary Least Squares (OLS) method is the most popular technique in statistics and is often use to estimate the parameters of a model because of tradition and ease of computation. The OLS provides an efficient and unbiased estimates of the parameters when the underlying assumptions, especiall...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
World Scientific and Engineering Academy and Society
2009
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| Online Access: | http://psasir.upm.edu.my/id/eprint/17266/1/The%20performance%20of%20robust%20weighted%20least%20squares%20in%20the%20presence%20of%20outliers%20and%20heteroscedastic%20errors.pdf http://psasir.upm.edu.my/id/eprint/17266/ http://www.wseas.us/e-library/transactions/mathematics/2009/29-388.pdf |
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http://psasir.upm.edu.my/id/eprint/17266/1/The%20performance%20of%20robust%20weighted%20least%20squares%20in%20the%20presence%20of%20outliers%20and%20heteroscedastic%20errors.pdfhttp://psasir.upm.edu.my/id/eprint/17266/
http://www.wseas.us/e-library/transactions/mathematics/2009/29-388.pdf