Search Results - subject:"influence function"

Fast highly efficient and robust one-step M-estimators of scale based on Qn

Smirnov, Pavel O.; Shevlyakov, Georgy L. - In: Computational Statistics & Data Analysis 78 (2014) C, pp. 153-158

A parametric family of M-estimators of scale based on the Rousseeuw–Croux Qn-estimator is proposed; estimator’s bias and efficiency are studied. A low-complexity one-step M-estimator is obtained allowing a considerably faster computation with greater than 80% efficiency and the highest...

Persistent link: https://www.econbiz.de/10010871310

Glass ceiling or sticky floor? Quantile regression decomposition of the gender pay gap in China

Xiu, Lin; Gunderson, Morley - In: International Journal of Manpower 35 (2014) 3, pp. 306-326

Recentered Influence Function modification of quantile regressions to estimate how the male-female pay gap varies across the pay …

Persistent link: https://www.econbiz.de/10014784158

Robust Learning from Bites for Data Mining

Christmann, Andreas; Steinwart, Ingo; Hubert, Mia - 2006

Some methods from statistical machine learning and from robust statistics have two drawbacks. Firstly, they are computer-intensive such that they can hardly be used for massive data sets, say with millions of data points. Secondly, robust and non-parametric confidence intervals for the...

Persistent link: https://www.econbiz.de/10010296722

Semiparametric Estimators for the Regression Coefficients inthe Linear Transformation Competing Risks Models with Missing Causeof Failure

Gao, Guozhi - 2006

In many clinical studies, researchers are mainly interested in studying the effects of some prognostic factors on the hazard of failure from a specific cause while individuals may failure from multiple causes. This leads to a competing risks problem. Often, due to various reasons such as finite...

Persistent link: https://www.econbiz.de/10009431243

Robust Learning from Bites for Data Mining

Christmann, Andreas; Steinwart, Ingo; Hubert, Mia - Institut für Wirtschafts- und Sozialstatistik, … - 2006

Persistent link: https://www.econbiz.de/10009219831

Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981â€“2003

Etile, Fabrice - Département Sciences Sociales, Agriculture et … - 2013

inequalities as compared to public health actions directed at the less-educated. Recentered Influence Function (RIF) regressions …

Persistent link: https://www.econbiz.de/10011141499

Challenging the curse of dimensionality in multivariate local linear regression

Taylor, James; Einbeck, Jochen - In: Computational Statistics 28 (2013) 3, pp. 955-976

, whilst accepting that in large areas it is not. The merits of a density threshold derived from the asymptotic influence … function are shown using both real and simulated data sets. Further, the challenging issue of multivariate bandwidth selection …

Persistent link: https://www.econbiz.de/10010680668

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

. We introduce the class of robust generalized M-scale estimators for the regression model, derive their influence function …

Persistent link: https://www.econbiz.de/10010665705

The robustness of the hyperbolic efficiency estimator

Bruffaerts, C.; De Rock, B.; Dehon, C. - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 349-363

influence function as well as the breakdown point of this fully non-parametric and unconditional estimator are derived for a …

Persistent link: https://www.econbiz.de/10010580849

Quantile credibility models

Pitselis, Georgios - In: Insurance: Mathematics and Economics 52 (2013) 3, pp. 477-489

credibility model. The context of influence function is also incorporated into the above two models. For each model, credibility …

Persistent link: https://www.econbiz.de/10011046591