Least Weighted Absolute Value Estimator with an Application to Investment Data

0535711 - ÚI 2021 RIV CZ eng C - Conference Paper (international conference)
Vidnerová, Petra - Kalina, Jan
Least Weighted Absolute Value Estimator with an Application to Investment Data.
The 14th International Days of Statistics and Economics Conference Proceedings. Slaný: Melandrium, 2020 - (Löster, T.; Pavelka, T.), s. 1357-1366. ISBN 978-80-87990-22-3.
[International Days of Statistics and Economics /14./. Prague (CZ), 10.09.2020-12.09.2020]
R&D Projects: GA ČR(CZ) GA18-23827S; GA ČR(CZ) GA19-05704S
Institutional support: RVO:67985807
Keywords : robust regression * regression median * implicit weighting * computational aspects * nonparametric bootstrap
OECD category: Statistics and probability
https://msed.vse.cz/msed_2020/article/351-Vidnerova-Petra-paper.pdf

Permanent Link: http://hdl.handle.net/11104/0313658