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robustness properties. The strategy that is used to show robustness is completely detached from the concepts wellknown from the … theory of robust statistics. Robustness of estimators can be verified with tools from robust statistics, e.g. the influence …
Persistent link: https://www.econbiz.de/10010956297
Some methods from statistical machine learning and from robust statistics have two drawbacks. Firstly, they are computer-intensive such that they can hardly be used for massive data sets, say with millions of data points. Secondly, robust and non-parametric confidence intervals for the...
Persistent link: https://www.econbiz.de/10010296722
Some methods from statistical machine learning and from robust statistics have two drawbacks. Firstly, they are computer-intensive such that they can hardly be used for massive data sets, say with millions of data points. Secondly, robust and non-parametric confidence intervals for the...
Persistent link: https://www.econbiz.de/10009219831
Persistent link: https://www.econbiz.de/10008925329
Inflation is one of the most important economic indicators for a country. Understanding inflation based on the consumer spending patterns allows for better conceptualization of the phenomenon and improved policy responses for the unwanted developments, more precisely, increased price levels in...
Persistent link: https://www.econbiz.de/10012313794
Persistent link: https://www.econbiz.de/10012115270
Persistent link: https://www.econbiz.de/10014430804
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/10010316640
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
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/10010955474