Robust PC with wild bootstrap estimation of linear model in the presence of outliers, multicollinearity and heteroscedasticity error variance

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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Bibliographic Details
Main Authors: Rasheed, Abdulkadir Bello, Adnan, Robiah, Saffari, Seyed Ehsan, Kafi, Dano Pati
Format: Conference or Workshop Item
Language:English
Published: 2015
Subjects:
Online Access:http://eprints.utm.my/id/eprint/61316/1/RobiahAdnan2015_RobustPCwithWildBootstrapEstimationofLinearModel.pdf
http://eprints.utm.my/id/eprint/61316/
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