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  • Search: subject:"Robust methods"
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Year of publication
Subject
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Robust methods 15 robust methods 8 Robust statistics 7 Robustes Verfahren 7 Theorie 7 Theory 7 Identification-robust methods 4 Estimation 3 Estimation theory 3 Forecasting model 3 Geostatistics 3 Kalman filter 3 Outlier detection 3 Phillips curve 3 Phillips-Kurve 3 Prognoseverfahren 3 Robust Methods 3 Schätztheorie 3 Schätzung 3 Spatial Prediction 3 Structural breaks 3 Trend Estimation 3 Autoregressive model 2 Fan plot 2 Induktive Statistik 2 Inflation forecasting 2 Missing observations 2 Modellierung 2 New Keynesian Phillips Curve 2 Order identification 2 Outliers 2 Rank test 2 Scientific modelling 2 Semi-structural models 2 Statistical inference 2 Time series 2 outliers 2 Analysis and forecasting 1 Artificial intelligence 1 Autocorrelation 1
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Online availability
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Undetermined 25 Free 6 CC license 1
Type of publication
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Article 27 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 research-article 1
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Language
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Undetermined 21 English 14
Author
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Riani, Marco 4 Berke, Olaf 3 Kichian, Maral 3 Aragón, Edilean Kleber da Silva Bejarano 2 Atkinson, Anthony 2 Billor, Nedret 2 Cantoni, Eva 2 Garel, Bernard 2 Hallin, Marc 2 Hoesli, Martin 2 Rumler, Fabio 2 Wilcox, Rand 2 Akritas, P. 1 Antoniou, I. 1 Barnichon, Regis 1 Bentler, Peter 1 Bernardi, Mauro 1 Bourassa, Steven C 1 Bourassa, Steven C. 1 Brutti, Pierpaolo 1 Burak, D.A. 1 Caroni, Chrys 1 Cenci, Alessandra 1 Chan, Wai 1 Dufour, Jean-Marie 1 Fung, Wing K. 1 Galvão, Ana Beatriz C. 1 Gambetti, Paolo 1 Gubbiotti, Stefania 1 He, Xuming 1 Hussain, Mohammad Azhar 1 Ivanov, V.V. 1 Khalaf, Lynda 1 Kryanev, A.V. 1 Kyriacou, Maria 1 Lu, Zhenqiu 1 Lukin, G.V. 1 Majewska, Justyna 1 Mesters, Geert 1 Nadtochiy, Sergey 1
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Institution
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Society for Computational Economics - SCE 1
Published in...
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Psychometrika 3 Computational Statistics 2 Econometric Reviews 2 Economic modelling 2 Journal of Applied Statistics 2 Studies in Nonlinear Dynamics & Econometrics 2 ULB Institutional Repository 2 Bulletin of the Czech Econometric Society 1 Computational Statistics & Data Analysis 1 Computing in Economics and Finance 2006 1 Cowles Foundation discussion paper 1 Economic Modelling 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Financial innovation : FIN 1 International Journal of Housing Markets and Analysis 1 International journal of forecasting 1 International journal of theoretical and applied finance 1 Journal of Multivariate Analysis 1 Journal of economic methodology 1 Journal of monetary economics 1 METRON 1 Operations Research and Decisions 1 Physica A: Statistical Mechanics and its Applications 1 Research paper series / Swiss Finance Institute 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1
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Source
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RePEc 22 ECONIS (ZBW) 11 EconStor 1 Other ZBW resources 1
Showing 21 - 30 of 35
Did you mean: subject:"Robust method" (3,959 results)
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Modified median polish kriging and its application to the Wolfcamp-Aquifer data
Berke, Olaf - 2000
In geostatistics, spatial data will be analysed that often come from irregularly distributed sampling locations. Interest is in modelling the data, i.e. estimating distributional parameters and then to predict the phenomenon under study at unobserved sites within the corresponding sampling...
Persistent link: https://www.econbiz.de/10009781511
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Robust ANCOVA: Some Small-sample Results when there are Multiple Groups and Multiple Covariates
Wilcox, Rand R. - In: Journal of Applied Statistics 34 (2007) 3, pp. 353-364
Numerous methods have been proposed for dealing with the serious practical problems associated with the conventional analysis of covariance method, with an emphasis on comparing two groups when there is a single covariate. Recently, Wilcox (2005a: section 11.8.2) outlined a method for handling...
Persistent link: https://www.econbiz.de/10005458358
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Robust Detection of Multiple Outliers in Grouped Multivariate Data
Caroni, Chrys; Billor, Nedret - In: Journal of Applied Statistics 34 (2007) 10, pp. 1241-1250
Many methods have been developed for detecting multiple outliers in a single multivariate sample, but very few for the case where there may be groups in the data. We propose a method of simultaneously determining groups (as in cluster analysis) and detecting outliers, which are points that are...
Persistent link: https://www.econbiz.de/10005458373
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Extensions of the Forward Search to Time Series
Riani, Marco - In: Studies in Nonlinear Dynamics & Econometrics 8 (2007) 2, pp. 1208-1208
This paper extends the forward search technique to the analysis of structural time series data. It provides a series of powerful new forward plots that use information from the whole sample to display the effect of each observation on a wide variety of aspects of the fitted model and shows how...
Persistent link: https://www.econbiz.de/10004966208
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Structural Estimation and Evaluation of Calvo-Style Inflation Models
Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral - Society for Computational Economics - SCE - 2006
-proposed Calvo-type models, using identification-robust methods. The models differ in their assumptions regarding price indexation …
Persistent link: https://www.econbiz.de/10005342944
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Robust methods for stock market data analysis
Antoniou, I.; Akritas, P.; Burak, D.A.; Ivanov, V.V.; … - In: Physica A: Statistical Mechanics and its Applications 336 (2004) 3, pp. 538-548
We consider the problem of extraction of trend and chaotic components from irregular stock market time series. The proposed methods also permit to extract a part of chaotic component, the so-called anomalous term, caused by the transient short-time surges with high amplitudes. This provides more...
Persistent link: https://www.econbiz.de/10010872716
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The forward search and data visualisation
Atkinson, Anthony; Riani, Marco - In: Computational Statistics 19 (2004) 1, pp. 29-54
Persistent link: https://www.econbiz.de/10005613169
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Extensions of the Forward Search to Time Series
Riani, Marco - In: Studies in Nonlinear Dynamics & Econometrics 8 (2004) 2, pp. 1208-1208
This paper extends the forward search technique to the analysis of structural time series data. It provides a series of powerful new forward plots that use information from the whole sample to display the effect of each observation on a wide variety of aspects of the fitted model and shows how...
Persistent link: https://www.econbiz.de/10005751384
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Structural equation modeling with heavy tailed distributions
Yuan, Ke-Hai; Bentler, Peter; Chan, Wai - In: Psychometrika 69 (2004) 3, pp. 421-436
Persistent link: https://www.econbiz.de/10005757786
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Pairwise comparisons of trimmed means for two or more groups
Wilcox, Rand - In: Psychometrika 66 (2001) 3, pp. 343-356
Persistent link: https://www.econbiz.de/10005757705
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