On a robust estimator in heteroscedastic regression model in the presence of outliers

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On a robust estimator in heteroscedastic regression model in the presence of outliers

The ordinary least squares (OLS) procedure is inefficient when the underlying assumption of constant error variances (homoscedasticity) is not met. As an alternative, we often used weighted least squares (WLS) procedure which requires a known form of the heteroscedastic errors structures, to estimat...

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Bibliographic Details
Main Authors:	Midi, Habshah, Rana, Sohel, Imon, A. H. M. R.
Format:	Conference or Workshop Item
Language:	English
Published:	International Association of Engineers (IAENG) 2013
Online Access:	http://psasir.upm.edu.my/id/eprint/41350/ http://psasir.upm.edu.my/id/eprint/41350/1/41350.pdf

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