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Robust Wild Bootstrap for Stabilizing the Variance of Parameter Estimates in Heteroscedastic Regression Models in the Presence of Outliers
Joint Authors
Rana, Sohel
Midi, Habshah
Imon, A. H. M. R.
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-02-26
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
Nowadays bootstrap techniques are used for data analysis in many other fields like engineering, physics, meteorology, medicine, biology, and chemistry.
In this paper, the robustness of Wu (1986) and Liu (1988)'s Wild Bootstrap techniques is examined.
The empirical evidences indicate that these techniques yield efficient estimates in the presence of heteroscedasticity problem.
However, in the presence of outliers, these estimates are no longer efficient.
To remedy this problem, we propose a Robust Wild Bootstrap for stabilizing the variance of the regression estimates where heteroscedasticity and outliers occur at the same time.
The proposed method is based on the weighted residuals which incorporate the MM estimator, robust location and scale, and the bootstrap sampling scheme of Wu (1986) and Liu (1988).
The results of this study show that the proposed method outperforms the existing ones in every respect.
American Psychological Association (APA)
Rana, Sohel& Midi, Habshah& Imon, A. H. M. R.. 2012. Robust Wild Bootstrap for Stabilizing the Variance of Parameter Estimates in Heteroscedastic Regression Models in the Presence of Outliers. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-1001867
Modern Language Association (MLA)
Rana, Sohel…[et al.]. Robust Wild Bootstrap for Stabilizing the Variance of Parameter Estimates in Heteroscedastic Regression Models in the Presence of Outliers. Mathematical Problems in Engineering No. 2012 (2012), pp.1-14.
https://search.emarefa.net/detail/BIM-1001867
American Medical Association (AMA)
Rana, Sohel& Midi, Habshah& Imon, A. H. M. R.. Robust Wild Bootstrap for Stabilizing the Variance of Parameter Estimates in Heteroscedastic Regression Models in the Presence of Outliers. Mathematical Problems in Engineering. 2012. Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-1001867
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1001867