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  • Search: subject:"Huberization"
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Year of publication
Subject
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Huberization 3 Estimation theory 1 Forecasting model 1 Hill estimator 1 Influence functional 1 Kalman filter 1 Outlier identification 1 Outlyingness 1 Prognoseverfahren 1 Robust estimation 1 Robust multivariate estimators 1 Schätztheorie 1 Small sample 1 State space model 1 Tail index estimation 1 Time series analysis 1 Zeitreihenanalyse 1 Zustandsraummodell 1 missing data 1 outliers 1 randomization 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Undetermined 2 English 1
Author
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Beran, Jan 1 Dobrev, Dobrislav 1 Schell, Dieter 1 Szerszeń, Pawel J. 1 Van Aelst, S. 1 Vandervieren, E. 1 Willems, G. 1
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Computational Statistics & Data Analysis 2 Finance and economics discussion series 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Did you mean: subject:"uberization" (13 results)
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Missing data substitution for enhanced robust filtering and forecasting in linear state-space models
Dobrev, Dobrislav; Szerszeń, Pawel J. - 2024
Persistent link: https://www.econbiz.de/10015271337
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A Stahel–Donoho estimator based on huberized outlyingness
Van Aelst, S.; Vandervieren, E.; Willems, G. - In: Computational Statistics & Data Analysis 56 (2012) 3, pp. 531-542
The Stahel–Donoho estimator is defined as a weighted mean and covariance, where the weight of each observation depends on a measure of its outlyingness. In high dimensions, it can easily happen that a number of outlying measurements are present in such a way that the majority of observations...
Persistent link: https://www.econbiz.de/10010577720
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On robust tail index estimation
Beran, Jan; Schell, Dieter - In: Computational Statistics & Data Analysis 56 (2012) 11, pp. 3430-3443
A new approach to tail index estimation based on huberization of the Pareto MLE is considered. The proposed estimator …
Persistent link: https://www.econbiz.de/10011056385
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