Showing 1 - 6 of 6
The aim of detecting outliers in a multivariate sample can be pursued in different ways. We investigate here the performance of several simultaneous multivariate outlier identification rules based on robust estimators of location and scale. It has been shown that the use of estimators with high...
Persistent link: https://www.econbiz.de/10010955369
We investigate the behaviour of S - estimators in the linear regression model, when the error terms are long-memory Gaussian processes. It turns out that under mild regularity conditions S - estimators are still normally distributed with a similar variance - covariance structure as in the i.i.d...
Persistent link: https://www.econbiz.de/10010955447
Some methods from statistical machine learning and from robust statistics have two drawbacks. Firstly, they are computer-intensive such that they can hardly be used for massive data sets, say with millions of data points. Secondly, robust and non-parametric confidence intervals for the...
Persistent link: https://www.econbiz.de/10009219831
The paper brings together methods from two disciplines: machine learning theory and robust statistics. Robustness properties of machine learning methods based on convex risk minimization are investigated for the problem of pattern recognition. Assumptions are given for the existence of the...
Persistent link: https://www.econbiz.de/10009295189
In this paper we consider the asymptotic distribution of S -estimators in the nonlinear regression model with long-memory error terms. S - estimators are robust estimates with a high breakdown point and good asymptotic properties in the i.i.d case. They are constructed for linear regression. In...
Persistent link: https://www.econbiz.de/10010982364
In this paper the task of identifying outliers in exponential samples is treated conceptionally in the sense of Davies and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical approximation of such a region also called an outlier...
Persistent link: https://www.econbiz.de/10010982383