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

• Main Authors: Rasheed, Abdulkadir Bello, Adnan, Robiah, Saffari, Seyed Ehsan, Kafi, Dano Pati
• Format: Conference or Workshop Item
• Language: English
• Published: 2015
• Subjects: TK7885-7895 Computer engineer. Computer hardware
• Online Access: http://eprints.utm.my/id/eprint/61316/1/RobiahAdnan2015_RobustPCwithWildBootstrapEstimationofLinearModel.pdf; http://eprints.utm.my/id/eprint/61316/

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...