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Robust tests in generalized linear models with missing responses
Bianco, Ana M.; Boente, Graciela; Rodrigues, Isabel M. - In: Computational Statistics & Data Analysis 65 (2013) C, pp. 80-97
investigate the sensitivity of the p-value to the missing scheme and to the presence of outliers. …
Persistent link: https://www.econbiz.de/10010871343
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Resistant estimators in Poisson and Gamma models with missing responses and an application to outlier detection
Bianco, Ana M.; Boente, Graciela; Rodrigues, Isabel M. - In: Journal of Multivariate Analysis 114 (2013) C, pp. 209-226
When dealing with situations in which the responses are discrete or show some type of asymmetry, the linear model is not appropriate to establish the relation between the responses and the covariates. Generalized linear models serve this purpose, since they allow one to model the mean of the...
Persistent link: https://www.econbiz.de/10010594227
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Influence functions of two families of robust estimators under proportional scatter matrices
Boente, Graciela; Critchley, Frank; Orellana, Liliana - In: Statistical Methods and Applications 15 (2007) 3, pp. 295-327
Persistent link: https://www.econbiz.de/10005596340
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Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study
Boente, Graciela; Pires, Ana; Rodrigues, Isabel - In: Metrika 67 (2008) 2, pp. 189-218
Persistent link: https://www.econbiz.de/10005756222
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Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators
Bianco, Ana; Boente, Graciela; González-Manteiga, Wenceslao - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 3, pp. 524-548
Persistent link: https://www.econbiz.de/10009400172
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Influence function of projection-pursuit principal components for functional data
Bali, Juan Lucas; Boente, Graciela - In: Journal of Multivariate Analysis 133 (2015) C, pp. 173-199
In the finite-dimensional setting, Li and Chen (1985) proposed a method for principal components analysis using projection-pursuit techniques. This procedure was generalized to the functional setting by Bali et al. (2011), where also different penalized estimators were defined to provide smooth...
Persistent link: https://www.econbiz.de/10011116248
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Event count estimation
Balazsi, Laszlo; Chan, Felix; Mátyás, László - In: Econometric reviews 41 (2022) 2, pp. 147-176
Persistent link: https://www.econbiz.de/10013167594
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Modelling the real exchange rate misalignment in the presence of outliers for developing countries
Ettbib, Ridha; Eddaly, Mansour - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 5, pp. 629-650
Persistent link: https://www.econbiz.de/10014391403
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Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium
Verardi, Vincenzo; Wagner, Joachim - In: Jahrbücher für Nationalökonomie und Statistik 231 (2011) 4, pp. 546-557
the values for the other observations in the sample. These extreme observations, or outliers, often have a large impact on …. While applied researchers are usually aware of this the detection of outliers and their appropriate treatment is often dealt … programs for robust methods that can be used in the presence of outliers. Our paper intents to improve on this situation by …
Persistent link: https://www.econbiz.de/10014609357
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Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
Verardi, Vincenzo; Wagner, Joachim - 2010
the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason … the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for …
Persistent link: https://www.econbiz.de/10010269751