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Thick tails - PowerPoint PPT Presentation

OUTLIER, HETEROSKEDASTICITY,AND NORMALITY

OUTLIER, HETEROSKEDASTICITY,AND NORMALITY. Robust Regression HAC Estimate of Standard Error Quantile Regression. Robust regression analysis. alternative to a least squares regression model when fundamental assumptions are unfulfilled by the nature of the data

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OUTLIER, HETEROSKEDASTICITY,AND NORMALITY