Search Results - subject:"Influence Function"

A model of influence in a social network

Grabisch, Michel; Rusinowska, Agnieszka - HAL - 2010

in a social network. The main drawback of the Hoede-Bakker index is that it hides the actual role of the influence … function, analyzing only the final decision in terms of success and failure. In this paper, we separate the influence part from …

Persistent link: https://www.econbiz.de/10010603931

Robustness and sensitivity analysis of risk measurement procedures

Cont, Rama; Deguest, Romain; Scandolo, Giacomo - HAL - 2010

Measuring the risk of a financial portfolio involves two steps: estimating the loss distribution of the portfolio from available observations and computing a ``risk measure" which summarizes the risk of the portfolio. We define the notion of ``risk measurement procedure", which includes both of...

Persistent link: https://www.econbiz.de/10008793218

Inference on Income Distributions

Davidson, Russell - HAL - 2010

This paper attempts to provide a synthetic view of varied techniques available for per- forming inference on income distributions. Two main approaches can be distinguished: one in which the object of interest is some index of income inequality or poverty, the other based on notions of stochastic...

Persistent link: https://www.econbiz.de/10008794291

Constructing a quasilinear moving average using the scaling function

Schlüter, Stephan - 2009

The scaling function from multiresolution analysis can be used to constuct a smoothing tool in the context of time series analysis. We give a time series smoothing function for which we show the properties of a quasilinear moving average. Furthermore; we discuss its features and especially derive...

Persistent link: https://www.econbiz.de/10010299750

Measuring influence in command games

Grabisch, Michel; Rusinowska, Agnieszka - HAL - 2009

commandable player for a coalition in the command game is a follower of the coalition under the command influence function. Some … games, and additionally each follower of a coalition under the command influence function is also a commandable player for …

Persistent link: https://www.econbiz.de/10010738639

Constructing a quasilinear moving average using the scaling function

Schlüter, Stephan - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2009

Persistent link: https://www.econbiz.de/10008493565

Efficient Semiparametric Detection of Changes in Trend

Goh, Chuan - University of Toronto, Department of Economics - 2009

influence function coincides with the efficient influence function. Simulations illustrate the utility of this procedure to …

Persistent link: https://www.econbiz.de/10008566422

USING INFLUENCE FUNCTION MATRIX AS OUTLIER DETECTING TOOL BASED ON POOLED SERIAL CORRELATION COEFFICIENTS

MOENG, S.R.T.; KGOSI, P.M.; SHANGODOYIN, D.K. - In: Analele Stiintifice ale Universitatii "Alexandru Ioan … 56 (2009) November, pp. 576-585

-correlation function (IACF) into the influence function as a graphical tool for detecting outliers. Depending on the number of positive and … negative values of the influence func-tion based on critical values obtained for different lags an observation is identify as …-efficients in influence function matrix as outlier detection device. …

Persistent link: https://www.econbiz.de/10008474765

Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes.

Loisel, Stéphane; Mazza, Christian; Rullière, Didier - HAL - 2009

provides a clear representation of the influence function associated with finite time ruin probabilities, giving a useful tool …

Persistent link: https://www.econbiz.de/10008792404

Influence function of projection-pursuit principal components for functional data

Bali, Juan Lucas; Boente, Graciela - In: Journal of Multivariate Analysis 133 (2015) C, pp. 173-199

completes their study by deriving the influence function of the functional related to the principal direction estimators and … their size. As is well known, the influence function is a measure of robustness which can also be used for diagnostic …

Persistent link: https://www.econbiz.de/10011116248