TY  - BOOK
AU  - Eman Taha Hassan Mohammed
AU  - Ahmed Amin Elsheikh , 
AU  - Ahmed Hassen Youssef , 
TI  - Robust estimation in simultaneous equations model / 
PY  - 2012///
CY  - Cairo : 
PB  - Eman Taha Hassan Mohammed , 
KW  - Contaminated distributions
KW  - Diagnostic methods
KW  - Robust estimator
N1  - Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics; Issued also as CD
N2  - Optimization of LS estimator requires the normality of error distribution , where there are no outliers in dependent variable . Dropping this assumption affects the LS estimator . LS estimator is influenced by outliers , which usually associate with non normal distributions for errors whether heavy tail , asymmetric distrbution , or contaminated distribution . Outliers and influential points especially attract or pull LS estimator towards them , such that LS estimator efficiency decreases and becomes more bias
UR  - http://172.23.153.220/th.pdf
ER  -