Skip to content
VuFind
All Fields
Title
Author
Subject
Call Number
ISBN/ISSN
Tag
Find
Advanced
The robustness of two step est...
Cite this
Print
Export Record
Export to RefWorks
Export to EndNoteWeb
Export to EndNote
Export Ready —
The robustness of two step estimation against heteroskedasticity and outliers in panel data
Bibliographic Details
Format:
Restricted Document
Holdings
Description
Similar Items
Staff View
Similar Items
Two-step robust estimator in heteroscedastic regression model in the presence of outliers
by: Midi, Habshah, et al.
Published: (2014)
Robust estimation methods for fixed effect panel data model having block-concentrated outliers
by: Abu Bakar @ Harun, Nor Mazlina
Published: (2019)
A new robust estimator to detect outliers for multivariate data
by: Sharifah Sakinah, Syed Abd Mutalib, et al.
Published: (2019)
Comparison of Robust Estimators’ Performance for Detecting Outliers in Multivariate Data
by: Sharifah Sakinah, Syed Abd Mutalib, et al.
Published: (2021)
Robust Outlier Detection and Saliency Features Estimation in Point Cloud Data
by: Nurunnabi, Abdul, et al.
Published: (2013)