Monte Carlo-Based Covariance Matrix of Residuals and Critical Values in Minimum L1-Norm

Robust estimators are often lacking a closed-form expression for the computation of their residual covariance matrix. In fact, it is also a prerequisite to obtain critical values for normalized residuals. We present an approach based on Monte Carlo simulation to compute the residual covariance matri...

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Veröffentlicht in:	Mathematical problems in engineering 2021, Vol.2021, p.1-9
Hauptverfasser:	Suraci, Stefano Sampaio, Oliveira, Leonardo Castro de, Klein, Ivandro, Rofatto, Vinicius Francisco, Matsuoka, Marcelo Tomio, Baselga, Sergio
Format:	Artikel
Sprache:	eng
Schlagworte:	Covariance matrix Estimators Extreme values Geodetics Least squares Linear programming Mathematical problems Monte Carlo simulation Redundancy Standard deviation
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