Similar Search Results - EconBiz

Outliers and influence points in German business cycles

Zucknick, Manuela; Weihs, Claus; Garczarek, Ursula - 2002

multivariate outliers as well as influence points corresponding to Linear Discriminant Analysis. The locations of the corresponding …

Persistent link: https://www.econbiz.de/10010316672

Measuring overlap in logistic regression

Christmann, Andreas; Rousseeuw, Peter J. - 1999

In this paper we show that the recent notion of regression depth can be used as a data-analytic tool to measure the amount of separation between successes and failures in the binary response framework. Extending this algorithm allows us to compute the overlap in data sets which are commonly...

Persistent link: https://www.econbiz.de/10010316690

Robust signal extraction for on-line monitoring data

Davies, P. Laurie; Fried, Roland; Gather, Ursula - 2002

Data from the automatic monitoring of intensive care patients exhibits trends, outliers, and level changes as well as …

Persistent link: https://www.econbiz.de/10010316710

Simultaneous robust estimation of multi-response surfaces in the presence of outliers

Bashiri, Mahdi; Moslemi, Amir - In: Journal of Industrial Engineering International 9 (2013), pp. 1-12

suggested. By presenting a coincident outlier index (COI) criterion while considering a realistic number of outliers in a multi …

Persistent link: https://www.econbiz.de/10010317834

Trust and Growth: A Shaky Relationship

Berggren, Niclas; Elinder, Mikael; Jordahl, Henrik - 2007

. We find that when outliers (especially China) are removed, the trust-growth relationship is no longer robust. On average …

Persistent link: https://www.econbiz.de/10010320031

Consistent empirical estimators of multivariate extreme value distribution

Haan, Laurens de; Resnick, Sidney I. - 1991

Persistent link: https://www.econbiz.de/10000842077

The generalized extreme value random utility model for continuous choice

Dagsvik, John K. - 1989

Persistent link: https://www.econbiz.de/10000782886

Extreme values of tail probabilities

De Schepper, Ann; Heijnen, Bart - 1991

Persistent link: https://www.econbiz.de/10000880750

M-ESTIMATORS IN BUSINESS STATISTICS

Dehnel, Grażyna - In: Statistics in Transition New Series 17 (2016) 4, pp. 749-762

Persistent link: https://www.econbiz.de/10012141648

The propagation of financial extremes : an application to subprime markets spillovers

Chollete, Lorán (contributor) - 2008

Persistent link: https://www.econbiz.de/10003634245

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