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Event count estimation
Balazsi, Laszlo; Chan, Felix; Mátyás, László - In: Econometric reviews 41 (2022) 2, pp. 147-176
Persistent link: https://www.econbiz.de/10013167594
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Modelling the real exchange rate misalignment in the presence of outliers for developing countries
Ettbib, Ridha; Eddaly, Mansour - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 5, pp. 629-650
Persistent link: https://www.econbiz.de/10014391403
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Extremes and robustness : a contradiction?
Dell'Aquila, Rosario; Embrechts, Paul - In: Financial markets and portfolio management 20 (2006) 1, pp. 103-118
Persistent link: https://www.econbiz.de/10003392293
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A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum; Cheung, Siu-hung; Chow, Wai Kit; Zhang, … - In: Journal of forecasting 34 (2015) 6, pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
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Sparse and robust factor modelling
Croux, Christophe; Exterkate, Peter - 2011
Persistent link: https://www.econbiz.de/10009720758
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Simultaneous robust estimation of multi-response surfaces in the presence of outliers
Bashiri, Mahdi; Moslemi, Amir - In: Journal of industrial engineering international 9 (2013), pp. 1-12
suggested. By presenting a coincident outlier index (COI) criterion while considering a realistic number of outliers in a multi …
Persistent link: https://www.econbiz.de/10009759158
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Efficient pricing of high-dimensional American-style derivatives : a robust regression Monte Carlo method
Jonen, Christian - 2011
Persistent link: https://www.econbiz.de/10010204985
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Outliers, GARCH-type models and risk measures : a comparison of several approaches
Grané, Aurea; Almeida, Helena Tenório Veiga de - In: Journal of empirical finance 26 (2014), pp. 26-40
Persistent link: https://www.econbiz.de/10010472010
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On group sequential tests based on robust location and scale estimators in the two-sample problem
Christmann, Andreas - 1998
The behaviour of group sequential tests in the two-sample problem is investigated if one replaces the classical non-robust estimators in the t-test statistic by modern robust estimators of location and scale. Hampel's 3-part redescending M-estimator 25A used in the Princeton study and the robust...
Persistent link: https://www.econbiz.de/10010476515
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Robust and bias-corrected estimation of the coefficient of tail dependence
Dutang, Christophe; Goegebeur, Yuri; Guillou, Armelle - In: Insurance / Mathematics & economics 57 (2014), pp. 46-57
Persistent link: https://www.econbiz.de/10010402739