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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Main Authors: | Rasheed, Abdulkadir Bello, Adnan, Robiah, Saffari, Seyed Ehsan, Pati, Kafi Dano |
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格式: | Conference or Workshop Item |
语言: | English |
出版: |
2015
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主题: | |
在线阅读: | 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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