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  • Search: subject:"Robust estimation"
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Year of publication
Subject
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Robustes Verfahren 4,149 Robust statistics 4,145 Theorie 2,260 Theory 2,252 Mathematical programming 1,283 Mathematische Optimierung 1,283 Schätztheorie 945 Estimation theory 942 Decision under uncertainty 536 Entscheidung unter Unsicherheit 536 Risk 470 Risiko 469 Robust optimization 448 Portfolio selection 361 Portfolio-Management 361 Regression analysis 318 Regressionsanalyse 318 Schätzung 309 Estimation 302 Time series analysis 269 Zeitreihenanalyse 267 Stochastic process 262 Stochastischer Prozess 262 robust optimization 239 Scheduling problem 206 Scheduling-Verfahren 206 Prognoseverfahren 202 Forecasting model 201 Lieferkette 189 Supply chain 189 Nichtparametrisches Verfahren 183 Nonparametric statistics 179 Robustness 160 Statistical distribution 157 Statistische Verteilung 157 Modellierung 156 Scientific modelling 156 Statistical test 156 Statistischer Test 156 Algorithm 148
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Online availability
All
Undetermined 1,739 Free 1,727 CC license 52
Type of publication
All
Article 2,608 Book / Working Paper 1,785 Other 2
Type of publication (narrower categories)
All
Article in journal 2,334 Aufsatz in Zeitschrift 2,334 Working Paper 783 Graue Literatur 763 Non-commercial literature 763 Arbeitspapier 748 Aufsatz im Buch 149 Book section 149 Hochschulschrift 63 Thesis 38 Conference paper 14 Konferenzbeitrag 14 Collection of articles of several authors 13 Sammelwerk 13 Collection of articles written by one author 8 Sammlung 8 Article 7 Aufsatzsammlung 7 Konferenzschrift 5 Forschungsbericht 3 Lehrbuch 3 research-article 3 Case study 2 Fallstudie 2 Systematic review 2 Übersichtsarbeit 2 Amtsdruckschrift 1 Bibliografie 1 Bibliografie enthalten 1 Bibliography 1 Bibliography included 1 Conference Paper 1 Government document 1 Handbook 1 Handbuch 1 Nachschlagewerk 1 Reference book 1 Rezension 1 Textbook 1 review-article 1
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Language
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English 4,208 Undetermined 157 German 26 French 4 Portuguese 2 Polish 1
Author
All
Croux, Christophe 74 Hertog, Dirk den 69 Čížek, Pavel 34 Victoria-Feser, Maria-Pia 33 Delage, Erick 32 Goerigk, Marc 30 Morris, Stephen 29 Kuhn, Daniel 28 Ben-Tal, Aharon 27 Bertsimas, Dimitris 26 Ronchetti, Elvezio 24 Sargent, Thomas J. 24 Wagner, Joachim 24 Bergemann, Dirk 23 Wiesemann, Wolfram 23 Sim, Melvyn 22 Cizek, Pavel 21 Hansen, Lars Peter 21 Simar, Léopold 21 Sun, Yixiao 21 Gather, Ursula 20 Verardi, Vincenzo 19 Baltagi, Badi H. 18 Bresson, Georges 18 Fried, Roland 18 Dette, Holger 17 Filzmoser, Peter 17 McAleer, Michael 17 Hill, Jonathan B. 16 Poss, Michael 16 Boudt, Kris 15 Gelper, Sarah 15 Kleijnen, Jack P. C. 15 Long, Daniel Zhuoyu 15 Pesaran, M. Hashem 15 Chaturvedi, Anoop 14 Daraio, Cinzia 14 Lacroix, Guy 14 Postek, Krzysztof 14 Schöbel, Anita 14
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Institution
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National Bureau of Economic Research 20 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 14 Tilburg University, Center for Economic Research 8 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Institute for the Study of Labor (IZA) 5 Berkeley Electronic Press 3 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 3 Institut d'Economie et Econométrie, Université de Genève 3 Center for Economic Research <Tilburg> 2 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 2 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund> 2 Technische Universität Clausthal 2 University of California, San Diego / Department of Economics 2 Bank of Canada 1 Brown University, Department of Economics 1 CESifo 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centre for Analytical Finance <Århus> 1 Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH) 1 Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc. 1 Cowles Foundation for Research in Economics, Yale University 1 Danmarks Nationalbank 1 Department Volkswirtschaftlehre, Universität Bern 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, City University 1 Department of Economics, University of Oregon 1 EconWPA 1 Econometric Society 1 Erasmus University Rotterdam, Econometric Institute 1 Eric Cuvillier <Firma> 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1 European Association of Agricultural Economists - EAAE 1 European University Institute / Department of Economics 1 Europäische Kommission / Gemeinsame Forschungsstelle 1 Facoltà di Economia, Università degli Studi di Parma 1
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Published in...
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European journal of operational research : EJOR 284 Operations research 123 Computers & operations research : and their applications to problems of world concern ; an international journal 86 Operations research letters 62 Journal of econometrics 59 Management science : journal of the Institute for Operations Research and the Management Sciences 57 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 56 Computers & operations research : an international journal 50 Discussion paper / Center for Economic Research, Tilburg University 50 Omega : the international journal of management science 44 Transportation research / E : an international journal 43 International journal of production research 41 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 40 International journal of production economics 39 INFORMS journal on computing : JOC 36 Mathematics of operations research 36 KBI 33 Economics letters 30 Insurance 28 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 28 Journal of economic theory 27 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 26 Econometric theory 24 CentER Discussion Paper Series 23 Computational Management Science : CMS 23 Journal of the American Statistical Association : JASA 23 CEMMAP working papers / Centre for Microdata Methods and Practice 22 Discussion paper series / IZA 21 Working paper 21 Transportation research : an international journal 20 Cowles Foundation Discussion Paper 19 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 19 Energy economics 19 International transactions in operational research : a journal of the International Federation of Operational Research Societies 19 Manufacturing & service operations management : M & SOM 19 NBER working paper series 19 NBER Working Paper 18 OR spectrum : quantitative approaches in management 18 Cahiers du Département d'Econométrie 17 Computational economics 17
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Source
All
ECONIS (ZBW) 4,161 RePEc 182 EconStor 43 Other ZBW resources 5 BASE 4
Showing 1 - 10 of 4,395
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When tails are heavy : the benefits of variance-targeted, non-Gaussian, quasi-maximum likelihood estimation of GARCH models
Prono, Todd - 2025 - This version: July 2025
Persistent link: https://www.econbiz.de/10015471286
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Estimating nonparametric conditional frontiers and efficiencies : a new approach
Mastromarco, Camilla; Simar, Léopold; Van Keilegom, Ingrid - In: The econometrics journal 28 (2025) 3, pp. 502-528
Persistent link: https://www.econbiz.de/10015459795
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Heterogeneous effects of a teacher strike on education and labor market outcomes
Langen, Henrika; Laine, Liisa T. - 2025
We study the impact of a teacher strike on students still in compulsory school and about to choose their secondary education track. Using administrative data and a difference-in-differences approach, we estimate the effect of a regional strike in Finland on educational attainment and long-term...
Persistent link: https://www.econbiz.de/10015407901
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Monopoly pricing with unknown demand
Weber, Thomas A. - In: The Scandinavian journal of economics 127 (2025) 1, pp. 235-285
Persistent link: https://www.econbiz.de/10015394871
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Robust learning of tail dependence
Ardakani, Omid M. - In: Econometrics : open access journal 13 (2025) 4, pp. 1-21
introduces a class of minimum f-divergence estimators for the tail dependence coefficient that unifies robust estimation with …
Persistent link: https://www.econbiz.de/10015562118
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Stable and reliable monthly repeat rent indices : a robust approach
Boudt, Kris; Inghelbrecht, Koen; Besien, Maarten Van - 2025
Persistent link: https://www.econbiz.de/10015607124
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High-dimensional model-assisted inference for treatment effects with multi-valued treatments
Xu, Wenfu; Tan, Zhiqiang - In: Journal of econometrics 244 (2024) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10015552390
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Breastfeeding and child development outcomes across early childhood and adolescence : doubly robust estimation with machine learning
Khudri, Md Mohsan; Hussey, Andrew - 2024
Using data from the Panel Study of Income Dynamics, we estimate the impact of breastfeeding initiation and duration on multiple cognitive, health, and behavioral outcomes spanning early childhood through adolescence. To mitigate the potential bias from misspecification, we employ a doubly robust...
Persistent link: https://www.econbiz.de/10014557601
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Regression modelling under general heterogeneity
Giraitis, Liudas; Kapetaniosi, George; Li, Yufei - 2024
This paper introduces and analyses a setting with general heterogeneity in regression modelling. It shows that regression models with fixed or time-varying parameters can be estimated by OLS or time-varying OLS methods, respectively, for a very wide class of regressors and noises, not covered by...
Persistent link: https://www.econbiz.de/10015095127
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Modeling financial risk attitude : the role of education and financial literacy
Iannario, Maria; Monti, Anna Clara; Scalera, Domenico - In: Financial internet quarterly 20 (2024) 2, pp. 1-14
This paper studies the relationship between risk propensity, education and financial literacy. The results of the empirical investigation confirm the importance of the key explanatory variables of education and financial competence. Since they are both included in the model, the different roles...
Persistent link: https://www.econbiz.de/10014636624
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