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  • Search: subject:"gross-error sensitivity"
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Year of publication
Subject
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Correlation 2 Gross-error sensitivity 2 Influence function 2 Kendall correlation 2 Robustness 2 Spearman correlation 2 gross error sensitivity 2 Asymptotic Variance 1 Asymptotic variance 1 Efficiency 1 Gross-Error Sensitivity 1 Hampel’s infinitesimal approach 1 Infuence function 1 M -estimation 1 Maxbias 1 Robust scale 1 asymptotic variance 1 efficiency measurement 1 gross-error sensitivity 1 hyperbolic orientation 1 influence function 1 negative binomial distribution 1 regression model 1 subsample stability 1
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Online availability
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Undetermined 4 Free 1
Type of publication
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Article 4 Book / Working Paper 2
Language
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Undetermined 6
Author
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Dehon, Catherine 3 Croux, Christophe 2 Bruffaerts, Christopher 1 De Rock, Bram 1 Marazzi, Alfio 1 Van Aelst, Stefan 1 Víšek, Jan 1 Willems, Gert 1 Yohai, Victor 1 Zamar, Ruben H. 1
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Institution
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 2
Published in...
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Working Papers ECARES 2 Advances in Data Analysis and Classification 1 Bulletin of the Czech Econometric Society 1 Journal of Multivariate Analysis 1 Statistical Methods and Applications 1
Source
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RePEc 6
Showing 1 - 6 of 6
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Robustness versus Efficiency for Nonparametric Correlation Measures
Dehon, Catherine; Croux, Christophe - European Centre for Advanced Research in Economics and … - 2008
Nonparametric correlation measures at the Kendall and Spearman correlation are widely used in the behavioral sciences. These measures are often said to be robust, in the sense of being resistant to outlying observations. In this note we formally study their robustness by means of their infuence...
Persistent link: https://www.econbiz.de/10005264560
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Robust and efficient estimation of the residual scale in linear regression
Van Aelst, Stefan; Willems, Gert; Zamar, Ruben H. - In: Journal of Multivariate Analysis 116 (2013) C, pp. 278-296
and gross-error sensitivity, and study their maxbias behavior. In particular, we find overall minimax bias estimates for …
Persistent link: https://www.econbiz.de/10010665705
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The Robustness of the Hyperbolic Efficiency Estimator
De Rock, Bram; Dehon, Catherine; Bruffaerts, Christopher - European Centre for Advanced Research in Economics and … - 2011
In this paper we examine the robustness properties of a specific type of orientation in the context of efficiency measurement using partial frontiers. This so called unconditional hyperbolic-quantile estimator of efficiency has been recently studied by Wheelock and Wilson (2008) and can be seen...
Persistent link: https://www.econbiz.de/10009151347
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Influence functions of the Spearman and Kendall correlation measures
Croux, Christophe; Dehon, Catherine - In: Statistical Methods and Applications 19 (2010) 4, pp. 497-515
Persistent link: https://www.econbiz.de/10008775553
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Optimal robust estimates using the Hellinger distance
Marazzi, Alfio; Yohai, Victor - In: Advances in Data Analysis and Classification 4 (2010) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10008674105
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What Is Characterized By Gross Error Sensitivity
Víšek, Jan - In: Bulletin of the Czech Econometric Society 5 (1998)
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Persistent link: https://www.econbiz.de/10008528792
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