Statistical Inference for some Robust Regression Estimators

نوع المستند : تجاریة کل ما یتعلق بالعلوم التجاریة

المؤلف

قسم الرياضة والإحصاء والتأمين، کلية التجارة، جامعة الزقازيق، مصر

المستخلص

Abstract
The method of least squares of the most commonly used methods for estimating the parameters of linear regression models,this method requires the availability of several assumptions for the capabilities more efficiently. So robust methods can be used to give better results than OLS when there are outliers. This research discussessome robust regression approach and inference for M-estimators. Empirical study illustrates that robust methods aremore efficiency compare the OLS, when the data contain outliers.
 

الكلمات الرئيسية

الموضوعات الرئيسية