Search Results - subject:"robust estimation"

Efficient and doubly robust imputation for covariate-dependent missing responses

Qin, Jing; Shao, Jun; Zhang, Biao - In: Journal of the American Statistical Association : JASA 103 (2008) 482, pp. 797-810

Persistent link: https://www.econbiz.de/10003752187

Robust optimization in simulation : taguchi and response surface methodology

Dellino, Gabriella (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003752607

Trust and growth : a shaky relationship

Berggren, Niclas; Elinder, Mikael; Jordahl, Henrik - In: Empirical economics : a journal of the Institute for … 35 (2008) 2, pp. 251-274

Persistent link: https://www.econbiz.de/10003758006

Asymptotic distributions of robust shape matrices and scales

Frahm, Gabriel - 2008 - 8th version

It has been frequently observed in the literature that many multivariate statistical methods require the covariance or dispersion matrix S of an elliptical distribution only up to some scaling constant. If the topic of interest is not the scale but only the shape of the elliptical distribution,...

Persistent link: https://www.econbiz.de/10003875316

Information risk and long-run performance of initial public offerings

Ecker, Frank - 2008 - 1. ed.

Persistent link: https://www.econbiz.de/10003731502

Robust optimal control for a consumption-investment problem

Schied, Alexander - In: Mathematical methods of operations research 67 (2008) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10003643526

Robust optimization

Greenberg, Harvey J.; Morrison, Tod - In: Operations research and management science handbook, (pp. 14,1-14,33). 2008

Persistent link: https://www.econbiz.de/10003638867

Testing normality in the presence of outliers

Coin, Daniele - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 1, pp. 3-12

Persistent link: https://www.econbiz.de/10003625188

Fast and robust bootstrap

Salibián-Barrera, Matías; Van Aelst, Stefan; Willems, Gert - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 1, pp. 41-71

Persistent link: https://www.econbiz.de/10003625191

Robustness

Hansen, Lars Peter; Sargent, Thomas J. - 2008

V: Robust estimation and filtering 17. Robust filtering with commitment 359 … expectations. A dynamic robust estimation problem. Many-period filtering problem. Duality of robust filtering and control. Matlab …

Persistent link: https://www.econbiz.de/10003539380

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