On simultaneously identifying outliers and heteroscedasticity without specific form
Year of publication: |
2012
|
---|---|
Authors: | Cheng, Tsung-Chi |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 56.2012, 7, p. 2258-2272
|
Publisher: |
Elsevier |
Subject: | Heteroscedasticity | Robust diagnostics | Weighted least absolute deviation estimator |
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