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Large sample properties for estimators based on the order statistics approach in auctions

Menzel, Konrad; Morganti, Paolo - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 329-375

Persistent link: https://www.econbiz.de/10010126185

Large sample properties for estimators based on the order statistics approach in auctions

Menzel, Konrad; Morganti, Paolo - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 329-375

estimation problem. More specifically, we derive the optimal rate for nonparametric point estimation of, and bounds for, the …

Persistent link: https://www.econbiz.de/10011757071

The largest nonidentifiable outlier : a comparison of multivariate simultaneous outlier identification rules

Becker, Claudia; Gather, Ursula - 2000

The aim of detecting outliers in a multivariate sample can be pursued in different ways. We investigate here the … distribution outliers can be placed until certain simultaneous identification rules will detect them as outliers. We consider …

Persistent link: https://www.econbiz.de/10009783550

Robust and bias-corrected estimation of the coefficient of tail dependence

Dutang, Christophe; Goegebeur, Yuri; Guillou, Armelle - In: Insurance / Mathematics & economics 57 (2014), pp. 46-57

Persistent link: https://www.econbiz.de/10010402739

On group sequential tests based on robust location and scale estimators in the two-sample problem

Christmann, Andreas - 1998

The behaviour of group sequential tests in the two-sample problem is investigated if one replaces the classical non-robust estimators in the t-test statistic by modern robust estimators of location and scale. Hampel's 3-part redescending M-estimator 25A used in the Princeton study and the robust...

Persistent link: https://www.econbiz.de/10010476515