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Structural model robustness checks in PLS-SEM
Sarstedt, Marko; Ringle, Christian M.; Cheah, Jun-Hwa; … - In: Tourism economics : the business and finance of tourism … 26 (2020) 4, pp. 531-554
Persistent link: https://www.econbiz.de/10012216458
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Sparse partial robust M regression
Hoffmann, Irene; Serneels, Sven; Filzmoser, Peter; … - 2015
Persistent link: https://www.econbiz.de/10011290635
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Robust Two-Stage Least Squares : Some Monte Carlo Experiments
Mishra, Sudhanshu K. - 2008
The Two-Stage Least Squares (2-SLS) is a well known econometric technique used to estimate the parameters of a multi-equation (or simultaneous equations) econometric model when errors across the equations are not correlated and the equation(s) concerned is (are) over-identified or exactly...
Persistent link: https://www.econbiz.de/10014216212
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Robust Monte Carlo method for R&D real options valuation
Biancardi, Marta Elena; Villani, Giovanni - In: Computational economics 49 (2017) 3, pp. 481-498
Persistent link: https://www.econbiz.de/10011762124
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Robust sparse canonical correlation analysis
Wilms, Ines; Croux, Christophe - 2014
Persistent link: https://www.econbiz.de/10010485679
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Recognizing single-peaked preferences on aggregated choice data
Smeulders, Bart - 2014
Persistent link: https://www.econbiz.de/10010485680
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Robustness of copula-correction models in causal analysis : exploiting between-regressor correlation
Haschka, Rouven E. - In: IMA journal of management mathematics 36 (2025) 1, pp. 161-180
Persistent link: https://www.econbiz.de/10015333198
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The Impact of Covariance Misspecification in Risk-Based Portfolios
Ardia, David - 2017
-diversification portfolios are highly sensitive to errors in the estimated variance and correlation, respectively …
Persistent link: https://www.econbiz.de/10012971143
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Portfolio Optimization for VAR, CVaR, Omega and Utility with General Return Distributions : A Monte Carlo Approach for Long-Only and Bounded Short Portfolios with Optional Robustness and a Simplified Approach to Covariance Matching
Shaw, William Thornton - 2011
random weights are also proposed. Extensions to the value functions of prospect theory are possible. The initial method …
Persistent link: https://www.econbiz.de/10013124340
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The impact of covariance misspecification in risk-based portfolios
Ardia, David; Bolliger, Guido; Boudt, Kris; … - 2017
Persistent link: https://www.econbiz.de/10011711667