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  • Search: subject:"robust estimators"
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Year of publication
Subject
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Robust estimators 16 robust estimators 11 Estimation theory 9 Schätztheorie 9 Robust statistics 7 Robustes Verfahren 7 Estimation 6 Robust Estimators 5 Schätzung 5 National culture 4 Outliers 4 Volatility 4 Volatilität 4 ARCH model 3 ARCH-Modell 3 Economic growth 3 GARCH Models 3 Heteroscedasticity 3 Heteroskedastizität 3 TGARCH 3 outliers 3 AVGARCH 2 Conditional heteroscedasticity 2 Diagnostics 2 Doubly robust estimators 2 Eco-efficiency 2 Forward Search 2 Government size 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Minimum Hellinger distance estimators 2 Nonparametric statistics 2 Panel data 2 Propensity score matching 2 QMLE 2 Regression analysis 2 Regressionsanalyse 2 Taxation 2 Technical efficiency 2 Technische Effizienz 2
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Online availability
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Undetermined 22 Free 13 CC license 1
Type of publication
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Article 28 Book / Working Paper 11 Other 1
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 2 Arbeitspapier 1 Article 1 Aufsatz im Buch 1 Book section 1 Graue Literatur 1 Non-commercial literature 1 Thesis 1
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Language
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Undetermined 21 English 18 Italian 1
Author
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Badounas, Ioannis 3 Carnero, M. Angeles 3 Pitselis, Georgios 3 Pérez, Ana 3 Tzeremes, Nickolaos G. 3 Bergh, Andreas 2 Grossi, Luigi 2 Halkos, George 2 Karunamuni, Rohana J. 2 Tzeremes, Nickolaos 2 Öhrn, Nina 2 Alfaro, J. L. 1 Alsayed, Ahmed 1 Arıç, Kıvanç Halil 1 Aucremanne, L. 1 Bianchi, Michele Leonardo 1 Biondi, Roberta Loboda 1 Boughrara, Adel 1 Chalabi, Yohan 1 Charbonnier, Pierre 1 Cheng, Bing 1 De la Rey, Tanja 1 Degl'Innocenti, Marta 1 Dridi, Ichrak 1 Dunn, GraHam 1 Emsley, Richard 1 García-Pérez, Alfonso 1 Grigoriadou, Vasiliki 1 Halkos, George E. 1 Halkos, George Emm. 1 Ieng, Sio-Song 1 Jirakom Sirisrisakulchai 1 Johnson, Natalie 1982- 1 Jurečková, Jana 1 Krištoufek, Ladislav 1 Kuhnt, Sonja 1 Lang, Corey 1 Lunt, Mark 1 Majewska, Justyna 1 Matousek, Roman 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Agricultural and Applied Economics Association - AAEA 1 Banca d'Italia 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Institutet för Näringslivsforskning (IFN) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 de Nederlandsche Bank 1
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Published in...
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Journal of Multivariate Analysis 2 MPRA Paper 2 Studies in Nonlinear Dynamics & Econometrics 2 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 1 Advances in Data Analysis and Classification 1 Annals of the Institute of Statistical Mathematics 1 Computational Statistics & Data Analysis 1 DNB Staff Reports (discontinued) 1 ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION 1 Economic Modelling 1 Economic modelling 1 Economics and policy of energy and the environment 1 Empirical Economics 1 Energy economics 1 Environmental Economics and Policy Studies 1 Environmental economics and policy studies 1 IFN Working Paper 1 Insurance / Mathematics & economics 1 Journal of Applied Statistics 1 Journal of Productivity Analysis 1 Journal of international financial markets, institutions & money 1 Metrika 1 Operations Research and Decisions 1 Risks 1 Risks : open access journal 1 Robustness in econometrics 1 STICERD - Distributional Analysis Research Programme Papers 1 Stata Journal 1 Statistics & Probability Letters 1 Statistics and Econometrics Working Papers 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Temi di discussione (Economic working papers) 1 Working Paper Series / Institutet för Näringslivsforskning (IFN) 1 Working papers / Instituto Valenciano de Investigaciones Económicas 1
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Source
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RePEc 26 ECONIS (ZBW) 10 BASE 2 EconStor 2
Showing 21 - 30 of 40
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National culture and eco-efficiency: an application of conditional partial nonparametric frontiers
Halkos, George; Tzeremes, Nickolaos - In: Environmental Economics and Policy Studies 15 (2013) 4, pp. 423-441
Given that norms govern individual behaviour, which in turn are related to the environmental behaviour, this study provides empirical evidence of the link between human behaviour and the environment. Firstly with the use of robust frontiers the eco-efficiency ratios of 72 countries are...
Persistent link: https://www.econbiz.de/10010728103
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Robust estimation for vector autoregressive models
Muler, Nora; Yohai, V´ictor J. - In: Computational Statistics & Data Analysis 65 (2013) C, pp. 68-79
A new class of robust estimators for VAR models is introduced. These estimators are an extension to the multivariate …
Persistent link: https://www.econbiz.de/10011056511
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Minimum distance estimation in a finite mixture regression model
Tang, Qingguo; Karunamuni, Rohana J. - In: Journal of Multivariate Analysis 120 (2013) C, pp. 185-204
Finite mixture models provide a mathematical basis for the statistical modeling of a wide variety of random situations, and their importance for the statistical analysis of data is well documented. This article focuses on a finite mixture regression model and develops an estimator of the...
Persistent link: https://www.econbiz.de/10011042014
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National culture and eco-efficiency : an application of conditional partial nonparametric frontiers
Halkos, George E.; Tzeremes, Nickolaos G. - In: Environmental economics and policy studies 15 (2013) 4, pp. 423-441
Persistent link: https://www.econbiz.de/10010223114
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Evaluating the Impact of participation in the Brazilian Public School Mathematical Olympiad on math scores in students' standarized tests
Biondi, Roberta Loboda; Vasconcellos, Ligia; … - In: ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN … (2012)
The Brazilian Public School Math Olympics (Olimpíada Brasileira de Matemática das Escolas Públicas, or OBMEP) has been held yearly since 2005, aiming at motivating students to study Mathematics and improving basic education. In this paper we evaluate the OBMEP´s impact on school performance...
Persistent link: https://www.econbiz.de/10010762714
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Efficient Hellinger distance estimates for semiparametric models
Wu, Jingjing; Karunamuni, Rohana J. - In: Journal of Multivariate Analysis 107 (2012) C, pp. 1-23
Minimum distance techniques have become increasingly important tools for solving statistical estimation and inference problems. In particular, the successful application of the Hellinger distance approach to fully parametric models is well known. The corresponding optimal estimators, known as...
Persistent link: https://www.econbiz.de/10010572281
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Modelling the effect of national culture on multinational banks' performance: A conditional robust nonparametric frontier analysis
Halkos, George Emm.; Tzeremes, Nickolaos G. - In: Economic Modelling 28 (2011) 1, pp. 515-525
Most of the efficiency studies of large multinational banks operating in different countries calculate banks' inefficiency levels without taking into account the environmental factors in which they are operating in. As a result the estimated inefficiencies are subject to a combination of true...
Persistent link: https://www.econbiz.de/10010573256
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Breakdown concepts for contingency tables
Kuhnt, Sonja - In: Metrika 71 (2010) 3, pp. 281-294
Persistent link: https://www.econbiz.de/10008515484
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The use of Robust Estimators as Measures of Core Inflation
Aucremanne, L. - de Nederlandsche Bank - 2001
This paper examines robust estimators of core inflation for Belgian historical CPI data, and for euro area Harmonised …-type skipped mean, which is less vulnerable to the masking phenomenon, is also examined. It is shown that the robust estimators …
Persistent link: https://www.econbiz.de/10004970717
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A comparison of robust alternatives to Hotelling's T2 control chart
Alfaro, J. L.; Ortega, J. Fco. - In: Journal of Applied Statistics 36 (2009) 12, pp. 1385-1396
Control charts are one of the widest used techniques in statistical process control. In Phase I, historical observations are analysed in order to construct a control chart. Because of the existence of multiple outliers that are undetected by control charts such as Hotelling's T2 due to the...
Persistent link: https://www.econbiz.de/10008582919
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