Similar Search Results - EconBiz

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

A robust test for threshold-type nonlinearity in multivariate time series analysis

Chan, Wai-Sum; Cheung, Siu-hung; Chow, Wai Kit; Zhang, … - In: Journal of forecasting 34 (2015) 6, pp. 441-454

Persistent link: https://www.econbiz.de/10011342703

Robust discovery of regression models

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2020

Persistent link: https://www.econbiz.de/10012492604

Robust multivariate analysis for mixed-type data : novel algorithm and its practical application in socio-economic research

Grané, Aurea; Salini, Silvia; Verdolini, Elena - In: Socio-economic planning sciences : the international … 73 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012496481

A hybrid approach to the discrepancy in financial performance’s robustness

Arcidiacono, Sally Giuseppe; Rossello, Damiano - In: Operational research : an international journal 22 (2022) 5, pp. 5441-5476

Persistent link: https://www.econbiz.de/10013445626

Design and implementation of CUSUM exceedance control charts for unknown location

Graham, Marien A.; Chakraborti, Subhabrata; Mukherjee, … - In: International journal of production research 52 (2014) 18, pp. 5546-5564

Persistent link: https://www.econbiz.de/10010419548

A robustness study of state-of-the-art surrogate weights for MCDM

Danielson, Mats; Ekenberg, Love - In: Group decision and negotiation 26 (2017) 4, pp. 677-691

Persistent link: https://www.econbiz.de/10011733551

Gaussian rank correlation and regression

Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - 2020

Persistent link: https://www.econbiz.de/10012232995

Gaussian rank correlation and regression

Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - 2020

Persistent link: https://www.econbiz.de/10012308723

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