Author: Kazumitsu NawataPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36
Book Description
The Least Absolute Deviations Estimators in Generalized Regression Models
Author: Kazumitsu NawataPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36
Book Description
Least Absolute Deviations Estimation for Censored and Truncated Regression Models
Author: James Leo PowellPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 262
Book Description
Least Absolute Deviations Estimation for Censored and Truncated Regression Models
Author: James Leo Powell IIIEstimation of Generalized Regression Models by the Grouping Method
Author: Kazumitsu NawataLeast Absolute Deviation Regression Theory and Methods
Author: S. EakambaramPublisher: LAP Lambert Academic Publishing
ISBN: 9783846508565
Category :
Languages : en
Pages : 120
Book Description
This monograph deals with Introduction, Basic Concepts, Brief Review of Regression Theory. It present the work related to Least Absolute Deviations (LAD) Regression and its estimation theory with and without auto correlated errors. LAD and Least Squares estimation of censored regression model with fixed and marginal effects are also discussed. Further, it contains LAD estimation for linear and nonlinear regression model for truncated and censored data.
Robust Regression
Author: Kenneth D. LawrencePublisher: Routledge
ISBN: 1351418270
Category : Mathematics
Languages : en
Pages : 320
Book Description
Robust Regression: Analysis and Applications characterizes robust estimators in terms of how much they weight each observation discusses generalized properties of Lp-estimators. Includes an algorithm for identifying outliers using least absolute value criterion in regression modeling reviews redescending M-estimators studies Li linear regression proposes the best linear unbiased estimators for fixed parameters and random errors in the mixed linear model summarizes known properties of Li estimators for time series analysis examines ordinary least squares, latent root regression, and a robust regression weighting scheme and evaluates results from five different robust ridge regression estimators.
The Shrinkage Least Absolute Deviation Estimator in Large Samples and Its Application to the Treynor-Black Model
Author: Tae-Hwan KimPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 298
Book Description
The Least Absolute Deviation Estimator for Functional Linear Regression
Author: Tavis AbrahamsenPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 90
Book Description
An Empirical Investigation of the Performance of Two Estimators of Heteroskedastic Limited Dependent Variable Models
Author: Jiann Chyun HaoSeemingly Unrelated Regression Equations Models
Author: Virendera K. SrivastavaPublisher: CRC Press
ISBN: 9780824776107
Category : Mathematics
Languages : en
Pages : 398
Book Description
The seemingly unrelated regression equations model; The least squares estimator and its variants; Approximate destribution theory for feasible generalized least squares estimators; Exact finite-sample properties of feasible generalized least squares estimators; Iterative estimators; Shrinkage estimators; Autoregressive disturbances; Heteroscedastic disturbances; Constrained error covariance structures; Prior information; Some miscellaneous topics.