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...

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Bibliographic Details
Main Author: Rana, Md. Sohel
Format: Thesis
Language:English
English
Published: 2010
Online Access:http://psasir.upm.edu.my/id/eprint/19684/1/IPM_2010_5_F.pdf
http://psasir.upm.edu.my/id/eprint/19684/
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