Počet záznamů: 1

Consistency of the least weighted squares under heteroscedasticity

  1. 1.
    0365721 - UTIA-B 2012 RIV CZ eng J - Článek v odborném periodiku
    Víšek, Jan Ámos
    Consistency of the least weighted squares under heteroscedasticity.
    Kybernetika. Roč. 2011, č. 47 (2011), s. 179-206 ISSN 0023-5954
    Grant ostatní: GA UK(CZ) GA402/09/055
    Výzkumný záměr: CEZ:AV0Z10750506
    Klíčová slova: Regression * Consistency * The least weighted squares * Heteroscedasticity
    Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
    Impakt faktor: 0.454, rok: 2011
    http://library.utia.cas.cz/separaty/2011/SI/visek-consistency of the least weighted squares under heteroscedasticity.pdf http://library.utia.cas.cz/separaty/2011/SI/visek-consistency of the least weighted squares under heteroscedasticity.pdf

    A robust version of the Ordinary Least Squares accommodating the idea of weighting the order statistics of the squared residuals (rather than directly the squares of residuals) is recalled and its properties are studied. The existence of solution of the corresponding extremal problem and the consistency under heteroscedasticity is proved.
    Trvalý link: http://hdl.handle.net/11104/0200895
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