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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Institut de Finance Mathematique de Montreal (IFM2), and the Social Sciences and Humanities Research Council of Canada. Kan gratefully acknowledges financial support from the Social Sciences and Humanities Research Council of Canada and the National Bank Financial of Canada. They also thank seminar participants at the Federal Reserve Bank of Atlanta, Singapore Management University, the Univers...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2004
ISSN: 0883-4237
DOI: 10.1214/088342304000000549