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 |
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フォーマット: | Conference or Workshop Item |
言語: | English |
出版事項: |
2015
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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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