Least Weighted Absolute Value Estimator with an Application to Investment Data

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SYSNO	0535711
Title	Least Weighted Absolute Value Estimator with an Application to Investment Data
Author(s)	Vidnerová, Petra (UIVT-O)_{RID, SAI, ORCID} Kalina, Jan (UIVT-O)_{RID, SAI, ORCID}
Source Title	The 14th International Days of Statistics and Economics Conference Proceedings. S. 1357-1366. - Slaný : Melandrium, 2020 / Löster T. ; Pavelka T.
Conference	International Days of Statistics and Economics /14./, 10.09.2020 - 12.09.2020, Prague
Document Type	Konferenční příspěvek (zahraniční konf.)
Grant	GA18-23827S GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic
	GA19-05704S GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic
Institutional support	UIVT-O - RVO:67985807
Language	eng
Country	CZ
Keywords	robust regression * regression median * implicit weighting * computational aspects * nonparametric bootstrap
URL	https://msed.vse.cz/msed_2020/article/351-Vidnerova-Petra-paper.pdf
Permanent Link	http://hdl.handle.net/11104/0313658

	File	Download	Size	Commentary	Version	Access
	0535711-aw.pdf	0	315.6 KB	Volně online	Publisher’s postprint	open-access

Number of the records: 1