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Potenziale von Clustering-Algorithmen für die Plausibilisierung im Außenhandel
Limberg, Heiko - In: Wirtschaft und Statistik : WISTA (2024) 1, pp. 54-65
various non-parametric clustering models to detect outliers, and assesses their effectiveness using different quality criDer … Clustering-Modelle, um auffällige Werte aufzudecken und nach verschiedenen Gütekriterien deren Wirkung zu bewerten. Als geeignet … various non-parametric clustering models to detect outliers, and assesses their effectiveness using different quality criteria …
Persistent link: https://www.econbiz.de/10014483376
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Rainbow plots, Bagplots and Boxplots for Functional Data
Hyndman, Rob J.; Shang, Han Lin - Department of Econometrics and Business Statistics, … - 2008
We propose new tools for visualizing large numbers of functional data in the form of smooth curves or surfaces. The proposed tools include functional versions of the bagplot and boxplot, and make use of the first two robust principal component scores, Tukey's data depth and highest density...
Persistent link: https://www.econbiz.de/10005427617
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Outlier detection in network revenue management
Rennie, Nicola; Cleophas, Catherine; Sykulski, Adam M.; … - In: OR spectrum : quantitative approaches in management 46 (2024) 2, pp. 445-511
Persistent link: https://www.econbiz.de/10014566071
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Inventor name disambiguation with gradient boosting decision tree and inventor mobility in China (1985-2016)
Yin, Deyun; Motohashi, Kazuyuki - 2018
Persistent link: https://www.econbiz.de/10012133429
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Are pair trading strategies profitable during COVID-19 period?
Sohail, Muhammad Khalid; Raheman, Abdul; Iqbal, Javid; … - In: Journal of information & knowledge management : JIKM 21 (2022) 1, pp. 2240010-1-2240010-16
Persistent link: https://www.econbiz.de/10013269830
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Outlier Detection in GARCH Models
Doornik, Jurgen A.; Ooms, Marius - Tinbergen Instituut - 2005
We present a new procedure for detecting multiple additive outliers in GARCH(1,1) models at unknown dates. The outlier candidates are the observations with the largest standardized residual. First, a likelihood-ratio based test determines the presence and timing of an outlier. Next, a second...
Persistent link: https://www.econbiz.de/10011257361
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Estimation of Commodity Specific Production Costs Using German Farm Accountancy Data
Bahta, Sirak Teclemariam; Berner, Anja; Offermann, Frank - European Association of Agricultural Economists - EAAE - 2011
A central problem in estimating per unit costs of production originates from the fact that most farms produce multiple outputs and standard farm-accounting data are only available at the whole-farm level. The seemingly unrelated regression (SUR) approach is used to estimate per unit production...
Persistent link: https://www.econbiz.de/10009326141
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Robustness, outliers and Mavericks in network regulation
AGRELL, Per; NIKNAZAR, Pooria - Center for Operations Research and Econometrics (CORE), … - 2013
Benchmarking methods, primarily non-parametric techniques such as Data Envelopment Analysis, have become well-established and informative tools for economic regulation, in particular in energy infrastructure regulation. The axiomatic features of the non-parametric methods correspond closely to...
Persistent link: https://www.econbiz.de/10010662651
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Production costs of Soft Wheat in Italy
Tiberti, M. - Associazione Italiana di Economia Agraria e Applicata - … - 2013
This paper investigates production costs of soft wheat by applying the FACEPA cost of production model to the Italian data (RICA) for 2005-2009. Estimates are obtained by carrying out a SUR, allowing for correlated errors between the set of equations and for imposing constraints to coefficients...
Persistent link: https://www.econbiz.de/10011069142
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Estimation of Extreme Depth-Based Quantile Regions
Einmahl, John; He, Y. - Tilburg University, Center for Economic Research - 2014
Consider the extreme quantile region, induced by the halfspace depth function HD, of the form Q = fx 2 Rd : HD(x; P) g, such that PQ = p for a given, very small p 0. This region can hardly be estimated through a fully nonparametric procedure since the sample halfspace depth is 0 outside the...
Persistent link: https://www.econbiz.de/10011090341