Robust estimation and variable selection in heteroscedastic linear regression
نویسندگان
چکیده
منابع مشابه
Robust Estimation in Linear Regression with Molticollinearity and Sparse Models
One of the factors affecting the statistical analysis of the data is the presence of outliers. The methods which are not affected by the outliers are called robust methods. Robust regression methods are robust estimation methods of regression model parameters in the presence of outliers. Besides outliers, the linear dependency of regressor variables, which is called multicollinearity...
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ژورنال
عنوان ژورنال: Statistics
سال: 2019
ISSN: 0233-1888,1029-4910
DOI: 10.1080/02331888.2019.1579215