Diagnostic Measures in Ridge Regression Model with AR(1) Errors under the Stochastic Linear Restrictions

Outliers and influential observations have important effects on the regression analysis. The goal of this paper is to extend the mean-shift model for detecting outliers in case of ridge regression model in the presence of stochastic linear restrictions when the error terms follow by an autoregressiv...

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Bibliographic Details
Main Authors: A. Zaherzadeh Zaherzadeh, A. R. Rasekh, B. Babadi
Format: Article
Language:English
Published: University of Tehran 2018-01-01
Series:Journal of Sciences, Islamic Republic of Iran
Subjects:
Online Access:https://jsciences.ut.ac.ir/article_64795_db39943b94dc78c3bb98470b3c5bb2e5.pdf
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