wyszukanych pozycji: 22
Linear Regression Models with Heteroscedastic Errors
ISBN: 9783659389726 / Angielski / Miękka / 2013 / 268 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. In this some new estimation methods and testing procedures for the linear regression models with heteroscedastic disturbances. A Minimum Norm Quadratic Unbiased (MINQU) estimation method has been developed for estimating the unknown heteroscedastic error variances by using the weighted studentized residuals. A multiplicative heteroscedastic linear regression model has been specified and a method of estimating the parameters of linear regression model along with the in the heteroscedastic error variance has been given by using the predicted residuals. Three types of modified estimators ...
In this some new estimation methods and testing procedures for the linear regression models with heteroscedastic disturbances. A Minimum Norm Quadrat...
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cena:
428,52 zł |
On Some Aspects of Outliers in Econometric Models
ISBN: 9783659389702 / Angielski / Miękka / 2013 / 192 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. In the present book, Chapter I gives the introduction about the concept of outliers along with the statistical inference in linear regression model. The various test statistics for detecting outliers such as Maximum Normed Residual, Extreme Studentized Deviation, Studentized Range, Kurtosis, R-Statistic, Maximum Eigen differences Least Medium Squares (LMS) estimator, Mahalanobis Distance, Cooks Distance, DFFITS, DF BETAS, COVRATIO, Scale ratio, Gap Test Statistic and 2-sigma Region have been described in Chapter II. Different test procedures to detect the outliers have been reviewed in...
In the present book, Chapter I gives the introduction about the concept of outliers along with the statistical inference in linear regression model. ...
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cena:
371,66 zł |