Performance of robust wild bootstrap estimation of linear model in the presence of outlier and heteroscedasticity errors

The regression model estimator is considered efficient if it is robust and resistant to the presence of heteroscedasticity variance, multicollinearity or unusual observations called outliers. However, in regard to these problems, the wild bootstrap and robust wild bootstrap are no longer efficient s...

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主要な著者: Rasheed, Abdulkadir Bello, Adnan, Robiah, Saffari, Seyed Ehsan, Pati, Kafi Dano
フォーマット: Conference or Workshop Item
言語:English
出版事項: 2015
主題:
オンライン・アクセス:http://eprints.utm.my/id/eprint/60371/1/RAdnan2015_PerformanceofRobustWildBootstrapEstimation.pdf
http://eprints.utm.my/id/eprint/60371/
http://dx.doi.org/10.1063/1.4954632
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