Showing 1 - 5 of 5
We provide a new definition of breakdown in finite samples with an extension to asymptotic breakdown. Previous definitions center around defining a critical region for either the parameter or the objective function. If for a particular outlier constellation the critical region is entered,...
Persistent link: https://www.econbiz.de/10011255743
In this article we introduce a new class of test statistics designed to detect the occurrence of abnormal observations. It derives from the joint distribution of moment- and quantile-based estimators of power variation sigma^r, under the assumption of a normal distribution for the underlying...
Persistent link: https://www.econbiz.de/10011255782
resistant to patches of additive outliers. The data span two samples of 5 years ranging from 1986 to 1995. Using asymptotic … arguments and Monte Carlo simulations, in which we evaluate our empirical method, we show that patches of outliers can have …
Persistent link: https://www.econbiz.de/10011256237
to outliers and of sparsity; that is, having relatively few nonzero factor loadings. Compared to more traditional factor …
Persistent link: https://www.econbiz.de/10011257444
This paper describes the origins of the logistic function, its adoption in bio-assay, and its wider acceptance in statistics. Its roots spread far back to the early 19th century; the survival of the term logistic and the wide application of the device have been determined decisively by the...
Persistent link: https://www.econbiz.de/10011255532