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We analyze the performance of kernel density methods applied to grouped data to estimate poverty (as applied in Sala-i-Martin, 2006, QJE). Using Monte Carlo simulations and household surveys, we find that the technique gives rise to biases in poverty estimates, the sign and magnitude of which...
Persistent link: https://www.econbiz.de/10005826163
This paper proposes a new definition of Offshore Financial Centers (OFCs) and develops a statistical method to differentiate between OFCs and non-OFCs using data from the Coordinated Portfolio Investment Survey (CPIS), the International Investment Position (IIP), and the balance of payments. The...
Persistent link: https://www.econbiz.de/10005826251
, statistical theory is now mostly available (Simar and Wilson, 2000a). In the presence of super-efficient outliers, envelopment …. (2002) on robust nonparametric frontier estimators may be used in order to detect outliers by defining a new DEA …, we summarize the main results of Cazals et al. (2002) and we show how this tool can be used for detecting outliers when …
Persistent link: https://www.econbiz.de/10010988873
This paper develops a methodology for robust Bayesian inference through the use of disparities. Metrics such as Hellinger distance and negative exponential disparity have a long history in robust estimation in frequentist inference. We demonstrate that an equivalent robustification may be made...
Persistent link: https://www.econbiz.de/10010994295
as the choice of the smoother. Especially, when outliers are present, robust cross-validation criteria are needed. So far …. These combinations are compared in a simulation study under a broad variety of data situations with outliers and abrupt … case of large percentages of outliers and the Tukey-criterion in case of data situations with jumps, even if the data are …
Persistent link: https://www.econbiz.de/10010998431
Persistent link: https://www.econbiz.de/10010848008
multivariate outliers. Copyright Springer-Verlag Berlin Heidelberg 2014 …
Persistent link: https://www.econbiz.de/10010848050
, which is intended for outliers. The model is proposed as an alternative to the search for the order of a single …
Persistent link: https://www.econbiz.de/10010848612
the data generating processes, we find that outliers distort the size of the test and that the distortion increases with … the level of persistence. However, contrary to what one might expect, we also find that larger outliers could help improve …
Persistent link: https://www.econbiz.de/10010875413
]. The definition of outliers is subject to analysis and interpretation of results. Decisions regarding the identification of … outliers should be taken individually and depend on a specific experiment [1]. Control charts are records of observations in … of statistical control and the value identified is defined as an outlier. Thus, this work aims at identifying outliers by …
Persistent link: https://www.econbiz.de/10010883664