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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
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
Li, Fang & Tian (1994) assert that special quasi-linear means should be preferred to the simple arithmetic mean for 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...
Persistent link: https://www.econbiz.de/10010308298
The robustness properties of a specific type of orientation in the context of efficiency measurement using partial frontiers are investigated. This so called unconditional hyperbolic quantile estimator of efficiency has been recently studied and can be seen as an extension of the input/output...
Persistent link: https://www.econbiz.de/10010580849
Persistent link: https://www.econbiz.de/10008925329
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/10010558281
Li, Fang & Tian (1994) assert that special quasi-linear means should be preferred to the simple arithmetic mean for 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...
Persistent link: https://www.econbiz.de/10010956297
In intensive care, time series of vital parameters have to be analysed online, i.e. without any time delay, since there may be serious consequences for the patient otherwise. Such time series show trends, slope changes and sudden level shifts, and they are overlaid by strong noise and many...
Persistent link: https://www.econbiz.de/10010296637