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A comparison of five robust regression methods with ordinary least squares: relative efficiency, bias and test of the null hypothesis

Anderson, Cynthia - 2001

A Monte Carlo simulation was used to generate data for a comparison of five robust regression estimation methods with ordinary least squares (OLS) under 36 different outlier data configurations. Two of the robust estimators, Least Absolute Value (LAV) estimation and MM estimation, are...

Persistent link: https://www.econbiz.de/10009475082

Simulating Statistical Power Curves with the Bootstrap and Robust Estimation

Herrington, Richard S. - 2001

to power planning (Cohen, 1988) usually focus on normal theory settings and in general do not make available … that: 1) bootstrap confidence intervals using Mestimators gave shorter confidence intervals than the normal theory … normal theory counterpart when the data had heavy tailed distributions; 3) the smoothed bootstrap controls type I error rate …

Persistent link: https://www.econbiz.de/10009475066

A Representation of Partially Ordered Preferences

Seidenfeld, Teddy; Schervish, Mark J.; Kadane, Joseph B. - 1995

, de Finetti, Savage and Anscombe and Aumann in giving axioms for a theory of robust preferences. We establish that …

Persistent link: https://www.econbiz.de/10009441010

Including severe uncertainty into environmentally benign life cycle design using information gap-decision theory

Duncan, Scott Joseph - 2008

theory (IGDT), requires no more information than a nominal estimate; error bounds on that estimate are unknown. The IGDT … theory to EBDM problems is characterized. Conditions that warrant an info-gap analysis are reviewed, the insight it can …

Persistent link: https://www.econbiz.de/10009475956

Inverse Problems in High Dimensional Stochastic Systems Under Uncertainty.

Harrington Jr., Patrick Lloyd - 2010

Increasingly often, problems in modern medicine, quantitative finance, or social-networking involve tens of thousands of variables that interact with each other and jointly evolve over time. The states of these variables may correspond to the phenotype of a particular individual, the price of a...

Persistent link: https://www.econbiz.de/10009476982

Essays on robust optimization, integrated inventory and pricing, and reference price effect

Zhang, Yuhan - 2010

pricing problem understochastic reference price e ffect. Stochastic optimal control theory is applied to the problem to derive …

Persistent link: https://www.econbiz.de/10009477870

ROBUST REVENUE MANAGEMENT WITH LIMITED INFORMATION : THEORY AND EXPERIMENTS

Lan, Yingjie - 2009

Revenue management (RM) problems with full probabilistic information are well studied. However, as RM practice spreads to new businesses and industries, there are more and more applications where no or only limited information is available. In that respect, it is highly desirable to develop...

Persistent link: https://www.econbiz.de/10009450889

Evaluating the efficiency of a N-input tax under different policy scenarios at different scales

Petsakos, Athanasios; Jayet, Pierre-Alain - 2010

Nitrate pollution from agriculture is an important environmental problem, caused bythe excessive use of inorganic fertilizers. The internalization of this externality, via a tax onmineral nitrogen, could lead to a second best solution, reducing nitrate emissions. Severalauthors suggest that a...

Persistent link: https://www.econbiz.de/10009442765

Crop insurance market development in a transition economy: The case of Kazakhstan

Heidelbach, Olaf; Bokusheva, Raushan - 2009

We analyze the current state and future requirements of an agricultural income stabilization mechanism in a transition country – namely, the crop insurance system in Kazakhstan. Three objectives will be pursued: First, factors influencing the development of the crop insurance market will be...

Persistent link: https://www.econbiz.de/10009444834

Spatially explicit farming system modelling for an efficient agri-environmental policy design

Havlik, Petr; Bamiere, Laure; Jacquet, Florence; Millet, Guy - 2008

A mathematical programming model is developed and associated to a spatial pattern index (Ripley L function) to analyse the optimal reserve design and implementation for the Little Bustard conservation in Plaine de Niort. The model structure corresponds to three spatial levels, fields, farm and...

Persistent link: https://www.econbiz.de/10009445725