Search Results - subject:"breakdown point"

Nonparametric directional variogram estimation in the presence of outlier blocks

Gierse, Jana; Fried, Roland - In: Statistical Papers 66 (2025) 6

This paper proposes robust estimators of the variogram, a statistical tool that is commonly used in geostatistics to capture the spatial dependence structure of data. The new estimators are based on the highly robust minimum covariance determinant estimator and estimate the directional variogram...

Persistent link: https://www.econbiz.de/10015484543

A modified reweighted fast consistent and high-breakdown estimator for high-dimensional datasets

Baba, Ishaq A.; Midi, Habshah; June, Leong W.; Gafurjan … - 2024

consistent and high breakdown point (RFCH) estimator is an outlier-resistant estimator of multivariate location and dispersion … high breakdown point (MRFCH) estimator to make it applicable to high-dimensional settings. The basic idea of our proposed …

Persistent link: https://www.econbiz.de/10014543490

A hybrid approach to the discrepancy in financial performance’s robustness

Arcidiacono, Sally Giuseppe; Rossello, Damiano - In: Operational research : an international journal 22 (2022) 5, pp. 5441-5476

Persistent link: https://www.econbiz.de/10013445626

Misclassification-robust semiparametric estimation of single-index binary-choice models

Čížek, Pavel; Sadıkoğlu, S. - In: The econometrics journal 25 (2022) 2, pp. 433-454

Persistent link: https://www.econbiz.de/10013253843

Robustness of bootstrap in instrumental variable regression

Camponovo, Lorenzo; Otsu, Taisuke - London School of Economics (LSE) - 2014

statistics byapplying the finite sample breakdown point theory. In particular, we study limiting behaviors ofthe bootstrap …-identified cases and discuss implicationsof the breakdown point analysis to the size and power properties of bootstrap tests. We …

Persistent link: https://www.econbiz.de/10011126113

Robustness of bootstrap in instrumental variable regression

Camponovo, Lorenzo; Otsu, Taisuke - Suntory and Toyota International Centres for Economics … - 2014

Persistent link: https://www.econbiz.de/10010734584

Robustness properties of quasi-linear means with application to the Laspeyres and Paasche indices

Klein, Ingo; Ardelean, Vlad - 2012

function or the breakdown point. On the other hand it seems that robust statistics is not interested in quasi-linear means …

Persistent link: https://www.econbiz.de/10010308298

Robustness properties of quasi-linear means with application to the Laspeyres and Paasche indices

Klein, Ingo; Ardelean, Vlad - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2012

function or the breakdown point. On the other hand it seems that robust statistics is not interested in quasi-linear means …

Persistent link: https://www.econbiz.de/10010956297

Robustness of Bootstrap in Instrumental Variable Regression

Camponovo, Lorenzo; Otsu, Taisuke - Cowles Foundation for Research in Economics, Yale University - 2011

by applying the breakdown point theory, which focuses on behaviors of the bootstrap quantiles when outliers take … distribution to a set of distributions satisfying orthogonality conditions for instruments. Our breakdown point analysis considers …

Persistent link: https://www.econbiz.de/10009001019

Breakdown Point Theory for Implied Probability Bootstrap

Camponovo, Lorenzo; Otsu, Taisuke - Cowles Foundation for Research in Economics, Yale University - 2011

arbitrarily large values, and derive the breakdown points for those bootstrap quantiles. The breakdown point properties …

Persistent link: https://www.econbiz.de/10009003232