Počet záznamů: 1
A Bootstrap Comparison of Robust Regression Estimators
- 1.0583572 - ÚTIA 2024 RIV CZ eng C - Konferenční příspěvek (zahraniční konf.)
Kalina, Jan - Janáček, Patrik
A Bootstrap Comparison of Robust Regression Estimators.
Mathematical Methods in Economics 2022: Proceedings. Jihlava: College of Polytechnics Jihlava, 2022 - (Vojáčková, H.), s. 161-167. ISBN 978-80-88064-62-6.
[MME 2022: International Conference on Mathematical Methods in Economics /40./. Jihlava (CZ), 07.09.2022-09.09.2022]
Grant CEP: GA ČR GA21-05325S
Institucionální podpora: RVO:67985556
Klíčová slova: linear regression * robust estimation * nonparametric bootstrap * bootstrap hypothesis testing
Obor OECD: Statistics and probability
https://library.utia.cas.cz/separaty/2023/SI/kalina-0583572.pdf
The ordinary least squares estimator in linear regression is well known to be highly vulnerable to the presence of outliers in the data and available robust statistical estimators represent more preferable alternatives.
Trvalý link: https://hdl.handle.net/11104/0351580
Počet záznamů: 1