Some New Estimation Methods for Weighted Regression When There are Possible Outliers

The problem of estimating the variance parameter robustly in a heteroscedatic linear model is considered. The situation where the variance is a function of the explanatory variables is treated. To estimate the variance robustly in this case, it is necessary to guard against the influence of outliers...

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Bibliographische Detailangaben

Hauptverfasser:	Giltinan,D M, Carroll,R J, Ruppert,D
Format:	Report
Sprache:	eng
Schlagworte:	AIR FORCE RESEARCH ESTIMATES MATHEMATICAL MODELS NUMERICAL METHODS AND PROCEDURES Outliers PARAMETERS PE61102F REGRESSION ANALYSIS Robustness Statistics and Probability VARIABLES VARIATIONS WEIGHTING FUNCTIONS WUAFOSR2304A5
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