Search Results - subject:"Influence function"

Credible risk measures with applications in actuarial sciences and finance

Pitselis, Georgios - In: Insurance 70 (2016), pp. 373-386

Persistent link: https://www.econbiz.de/10011597330

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

Constructing a quasilinear moving average using the scaling function

Schlüter, Stephan - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 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/10008493565

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

Constructing a quasilinear moving average using the scaling function

Schlüter, Stephan - 2009

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

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

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

Lattices in social networks with influence

Grabisch, Michel; Rusinowska, Agnieszka - In: International game theory review 17 (2015) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10010526729

Statistical methods for distributional analysis

Cowell, Frank A.; Flachaire, Emmanuel - 2015

Persistent link: https://www.econbiz.de/10010510165

Chapter 6. Statistical Methods for Distributional Analysis

Cowell, Frank A.; Flachaire, Emmanuel - In: Handbook of income distribution : volume 2, (pp. 359-465). 2015

This chapter discusses the formal and informal techniques that are commonly used to give quantitative answers in the field of distributional analysis. To this end, it covers subjects including inequality, poverty, and the modeling of income distributions. It also deals with parametric and...

Persistent link: https://www.econbiz.de/10014025345