Multiple Structural Change-Point Estimation in Linear Regression Models
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: Communications for Statistical Applications and Methods
سال: 2012
ISSN: 2287-7843
DOI: 10.5351/ckss.2012.19.3.423