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The sample median as an estimator of population mean true willingness to pay under valuation uncertainty : a synthesis and analysis of the literature
Boman, Mattias - In: Applied economics 54 (2022) 55, pp. 6393-6405
Persistent link: https://www.econbiz.de/10013411377
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Quantiles and medians
Chambers, Christopher P. - California Institute of Technology, Division of the … - 2005
Persistent link: https://www.econbiz.de/10005482192
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Mean, Median or Mode? A Striking Conclusion From Lottery Experiments
Kontek, Krzysztof - Volkswirtschaftliche Fakultät, … - 2010
the parametric and nonparametric results of the least squares (mean), quantile (including median) and mode estimations …
Persistent link: https://www.econbiz.de/10008541487
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On J.M. Keynes' The principal averages and the laws of error which lead to them: refinement and generalisation
Klein, Ingo; Grottke, Michael - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2008
the arithmetic mean, the geometric mean, the harmonic mean, or the median. His approach was based on indirect (i …
Persistent link: https://www.econbiz.de/10008493569
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LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
Cho, Jin Seo; Chirok-Han; Phillips, Peter C. B. - Institute of Economic Research, Korea University - 2009
Least absolute deviations (LAD) estimation of linear time-series models is considered under conditional heteroskedasticity and serial correlation. The limit theory of the LAD estimator is obtained without assuming the finite density condition for the errors that is required in standard LAD...
Persistent link: https://www.econbiz.de/10008501957
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Identification of outliers in a one-way random effects model
Wellmann, Jürgen; Gather, Ursula - In: Statistical Papers 44 (2003) 3, pp. 335-348
Persistent link: https://www.econbiz.de/10004970901
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LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
Cho, Jin Seo; Han, Chirok; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2009
Least absolute deviations (LAD) estimation of linear time-series models is considered under conditional heteroskedasticity and serial correlation. The limit theory of the LAD estimator is obtained without assuming the finite density condition for the errors that is required in standard LAD...
Persistent link: https://www.econbiz.de/10004998317
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Comparing the variances of dependent groups
Wilcox, Rand - In: Psychometrika 54 (1989) 2, pp. 305-315
Persistent link: https://www.econbiz.de/10005166558
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The plurality strategy on graphs
Balakrishnan, K.; Changat, M.; Mulder, H.M. - Erasmus University Rotterdam, Econometric Institute - 2006
The Majority Strategy for finding medians of a set of clients on a graph can be relaxed in the following way: if we are at v, then we move to a neighbor w if there are at least as many clients closer to w than to v (thus ignoring the clients at equal distance from v and w). The graphs on which...
Persistent link: https://www.econbiz.de/10005450899
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Poverty reduction: the paradox of the endogenous poverty line
De MESNARD, Louis - Laboratoire d'Économie de Dijon (LEDI), Université de … - 2007
When evaluating poverty, the relative poverty line may be considered as a percentage of the median income or it may be … a percentage of the average income. It is proved that, with a poverty line relative to the median income, reducing …. One concludes that the poverty line should be relative to the average income rather than to the median income. …
Persistent link: https://www.econbiz.de/10005579076