Monte Carlo-Based Covariance Matrix of Residuals and Critical Values in Minimum L1-Norm
Robust estimators are often lacking a closed-form expression for the computation of their residual covariance matrix. In fact, it is also a prerequisite to obtain critical values for normalized residuals. We present an approach based on Monte Carlo simulation to compute the residual covariance matri...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2021-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2021/8123493 |