On a robust estimator in heteroscedastic regression model in the presence of outliers
The ordinary least squares (OLS) procedure is inefficient when the underlying assumption of constant error variances (homoscedasticity) is not met. As an alternative, we often used weighted least squares (WLS) procedure which requires a known form of the heteroscedastic errors structures, to estimat...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
International Association of Engineers (IAENG)
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/41350/1/41350.pdf |