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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
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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
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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
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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
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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
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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
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Cost Sharing under Uncertainty: An Algorithmic Approach to Cooperative Interval-Valued Games
Kimms, Alf; Drechsel, Julia - 2009
Recently, Branzei, Dimitrov, and Tijs (2003) introduced cooperative interval-valued games. Among other insights, the notion of an interval core has been coined and proposed as a solution concept for interval-valued games. In this paper we will present a general mathematical programming algorithm...
Persistent link: https://www.econbiz.de/10009447478
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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
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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
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RISK MANAGEMENT THROUGH INSURANCE AND ENVIRONMENTAL EXTERNALITIES FROM AGRICULTURAL INPUT USE: AN ITALIAN CASE STUDY
Capitanio, Fabian - 2008
The biological nature of agricultural production processes induce a higher degree ofuncertainty surrounding the economic performance of farm enterprises. This has contributedto the development and acceptance of forms of public intervention aimed at reducing incomevariability that have no...
Persistent link: https://www.econbiz.de/10009445763