Showing 1 - 5 of 5
In this paper we tackle the problem of outlier detection in data envelopment analysis (DEA). We propose a procedure where we merge the super-efficiency DEA and the forward search. Since DEA provides efficiency scores which are not parameters to fit the model to the data, we introduce a distance,...
Persistent link: https://www.econbiz.de/10010577569
It is well known that transformation of the response may improve the homogeneity and the approximate normality of the errors. Unfortunately, the estimated transformation and related test statistic may be sensitive to the presence of one, or several, atypical observations. In addition, it is...
Persistent link: https://www.econbiz.de/10005476062
The methods of very robust regression resist up to 50% of outliers. The algorithms for very robust regression rely on selecting numerous subsamples of the data. New algorithms for LMS and LTS estimators that have increased computational efficiency due to improved combinatorial sampling are...
Persistent link: https://www.econbiz.de/10010871350
This paper extends the forward search technique to the analysis of structural time series data. It provides a series of powerful new forward plots that use information from the whole sample to display the effect of each observation on a wide variety of aspects of the fitted model and shows how...
Persistent link: https://www.econbiz.de/10004966208
This paper extends the forward search technique to the analysis of structural time series data. It provides a series of powerful new forward plots that use information from the whole sample to display the effect of each observation on a wide variety of aspects of the fitted model and shows how...
Persistent link: https://www.econbiz.de/10005751384