Additive models of the type y=f_1(x_1)+...+f_p(x_p)+e where f_j,j=1,...,p, have unspecified functional form, are flexible statistical regression models which can be used to characterize nonlinear regression effects. The basic tools used for fitting the additive model are the expansion in...

In this paper, a robustness of Vector Auto-Regressive (VAR) models parameter will be estimated by using genetic algorithm (GA) on outliers detection. Least Square (LS) estimator has been adopted in GA term to estimate a robust parameters of the VAR models were represented by chromosomes in GA's...

A new technique is devised to mitigate the errors-in-variables bias in linear regression. The procedure mimics a 2-stage least squares procedure where an auxiliary regression which generates a better behaved predictor variable is derived. The generated variable is then used as a substitute for...