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The term "outlier" is probably one of the vaguest and most imprecise ones in statistical science. There is no formal definition of an outlier, which all statisticians agree upon. However, for a univariate normal null-model Davies and Gather ([12] [13]) have introduced the concept of a-outliers...
Persistent link: https://www.econbiz.de/10009775963
We consider a new estimator of scale for exponential samples which is most B-robust in the sense of Hampel et al. (1986). This estimator is compared with two other estimators which were proposed by Rousseeuw and Croux (1993) but for a Gaussian model. All three estimators have the same breakdown...
Persistent link: https://www.econbiz.de/10010467734
Even for a well-trained statistician the construction of a histogram for a given real-valued set is a sifficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the binss in a satisfactory manner for a wide range of data sets....
Persistent link: https://www.econbiz.de/10003483667
Neben der Einleitung ist die Dissertation in zwei Teile aufgeteilt. In Teil I wird die Annahme eines Investors mit μ-σ Präferenz getroffen. Das erste Kapitel stellt ein Multi-Rating ATSM unter Arbitragefreiheit mit dem klaren Fokus auf Zinsstrukturkurvenmodelle für Unternehmensanleihen vor....
Persistent link: https://www.econbiz.de/10011317335