Jackknife Kibria-Lukman M-Estimator: Simulation and Application

Jackknife Kibria-Lukman M-Estimator: Simulation and Application

The ordinary least square (OLS) method is very efficient in estimating the regression parameters in a linear regression model under classical assumptions. If the model contains outliers, the performance of the OLS estimator becomes imprecise. Multicollinearity is another issue that can reduce the p...

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Bibliographic Details
Main Authors:	Segun L. Jegede, Adewale F. Lukman, Kayode Ayinde, Kehinde A. Odeniyi
Format:	Article
Language:	English
Published:	Nigerian Society of Physical Sciences 2022-05-01
Series:	Journal of Nigerian Society of Physical Sciences
Subjects:	Jackknife Kibria-Lukman M-estimator Monte Carlo Simulation Multicollinearity Outliers Robust
Online Access:	https://journal.nsps.org.ng/index.php/jnsps/article/view/664

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