Robust second-order least squares estimation for linear regression models
The second-order least-squares estimator (SLSE), which was proposed by Wang (2003), is asymptotically more efficient than the least-squares estimator (LSE) if the third moment of the error distribution is nonzero. However, it is not robust against outliers. In this paper. we propose two robust secon...
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| Language: | English en |
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2010
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| Online Access: | http://hdl.handle.net/1828/3087 |