The Least Absolute Deviations Estimators in Generalized Regression Models
Title | The Least Absolute Deviations Estimators in Generalized Regression Models PDF eBook |
Author | Kazumitsu Nawata |
Publisher | |
Pages | 36 |
Release | 1990 |
Genre | Estimation theory |
ISBN |
Least Absolute Deviations Estimation for Censored and Truncated Regression Models
Title | Least Absolute Deviations Estimation for Censored and Truncated Regression Models PDF eBook |
Author | James Leo Powell |
Publisher | |
Pages | 262 |
Release | 1981 |
Genre | Econometrics |
ISBN |
Least Absolute Deviations Estimation for Censored and Truncated Regression Models
Title | Least Absolute Deviations Estimation for Censored and Truncated Regression Models PDF eBook |
Author | James Leo Powell III |
Publisher | |
Pages | |
Release | 1982 |
Genre | |
ISBN |
Estimation of Generalized Regression Models by the Grouping Method
Title | Estimation of Generalized Regression Models by the Grouping Method PDF eBook |
Author | Kazumitsu Nawata |
Publisher | |
Pages | 26 |
Release | 1993 |
Genre | |
ISBN |
Least Absolute Deviation Regression Theory and Methods
Title | Least Absolute Deviation Regression Theory and Methods PDF eBook |
Author | S. Eakambaram |
Publisher | LAP Lambert Academic Publishing |
Pages | 120 |
Release | 2011-10 |
Genre | |
ISBN | 9783846508565 |
This monograph deals with Introduction, Basic Concepts, Brief Review of Regression Theory. It present the work related to Least Absolute Deviations (LAD) Regression and its estimation theory with and without auto correlated errors. LAD and Least Squares estimation of censored regression model with fixed and marginal effects are also discussed. Further, it contains LAD estimation for linear and nonlinear regression model for truncated and censored data.
The Shrinkage Least Absolute Deviation Estimator in Large Samples and Its Application to the Treynor-Black Model
Title | The Shrinkage Least Absolute Deviation Estimator in Large Samples and Its Application to the Treynor-Black Model PDF eBook |
Author | Tae-Hwan Kim |
Publisher | |
Pages | 298 |
Release | 1998 |
Genre | Estimation theory |
ISBN |
Robust Regression
Title | Robust Regression PDF eBook |
Author | Kenneth D. Lawrence |
Publisher | Routledge |
Pages | 320 |
Release | 2019-05-20 |
Genre | Mathematics |
ISBN | 1351418270 |
Robust Regression: Analysis and Applications characterizes robust estimators in terms of how much they weight each observation discusses generalized properties of Lp-estimators. Includes an algorithm for identifying outliers using least absolute value criterion in regression modeling reviews redescending M-estimators studies Li linear regression proposes the best linear unbiased estimators for fixed parameters and random errors in the mixed linear model summarizes known properties of Li estimators for time series analysis examines ordinary least squares, latent root regression, and a robust regression weighting scheme and evaluates results from five different robust ridge regression estimators.