Outlier Detections and Robust Estimation Methods for Nonlinear Regression Model Having Autocorrelated and Heteroscedastic Errors

The ordinary Nonlinear Least Squares (NLLS) and the Maximum Likelihood Estimator (MLE) techniques are often used to estimate the parameters of nonlinear models. Unfortunately, many researchers are not aware of the consequences of using such estimators when outliers are present in the data. The prob...

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Auteur principal:	Riazoshams, Hossein
Format:	Thèse
Langue:	anglais anglais
Publié:	2010
Sujets:	Outliers (Statistics) Regression analysis - Mathematical models. Autocorrelation (Statistics)
Accès en ligne:	http://psasir.upm.edu.my/id/eprint/19681/1/IPM_2010_13.pdf