Showing 1 - 10 of 566
Assuming a normal-Wishart modelling framework we compare two methods for finding outliers in a multivariate regression … outliers is determined using the marginal likelihood criterion. The methods are compared for test scores of language …
Persistent link: https://www.econbiz.de/10010292779
Growth rate data that are collected incompletely in cross-sections is a quite frequent problem. Chow and Lin (1971) have developed a method for predicting unobserved disaggregated time series and we propose an extension of the procedure for completing cross-sectional growth rates similar to the...
Persistent link: https://www.econbiz.de/10010293994
We discuss moving window techniques for fast extraction of a signal comprising monotonic trends and abrupt shifts from a noisy time series with irrelevant spikes. Running medians remove spikes and preserve shifts, but they deteriorate in trend periods. Modified trimmed mean filters use a robust...
Persistent link: https://www.econbiz.de/10010296630
robustness against outliers. Wilcoxon scores in combination with a robust and efficient scale estimator achieve good performance …
Persistent link: https://www.econbiz.de/10010296763
signal extraction. We investigate rules for detecting level shifts that are resistant to outliers and which work with only a …
Persistent link: https://www.econbiz.de/10010298203
by a substantial amount of outliers. Tests based on a comparison of local medians standardized by a highly robust …
Persistent link: https://www.econbiz.de/10010300669
Standard median filters preserve abrupt shifts (edges) and remove impulsive noise (outliers) from a constant signal but … much more vulnerable to outliers. Application of robust regression methods, in particular of the repeated median, has been … suggested for removing subsequent outliers from a signal with trends. A fast algorithm for updating the repeated median in …
Persistent link: https://www.econbiz.de/10010306275
distributional assumptions, the choice of the welfare statistics of interest, the procedure for computing them, outliers, undesirable …
Persistent link: https://www.econbiz.de/10011325006
We investigate the financial interactions between countries in the Pacific Basin region (Korea, Singapore, Malaysia, Hong Kong and Taiwan), Japan and US. The originality of the paper is the use of STAR-GARCH models, instead of standard correlation-cointegration techniques. For each country in...
Persistent link: https://www.econbiz.de/10011325074
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/10011335348