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performance criteria for outlier identifiers. One of those Criteria, the maximum asymptotic bias, is carried over here to … identifiers with bounded maximum asymptotic bias. …
Persistent link: https://www.econbiz.de/10010467696
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/10010467718
model. All three estimators have the same breakdown point, but their explosion bias curves are different. It is shown that … under a gross error model the explosion bias curve of the new estimator performs better than the bias curves of the other …
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competing FDI theories. Since the structure of existing FDI data is well known to induce selection bias, we extend BMA theory to … HeckitBMA in order to address model uncertainty in the presence of selection bias. We show that more than half of the previously …
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Abstract This paper is focused on detailed aspects of the loss function rho and its derivative psi for an optimal bias … robust regression method that minimizes the maximum asymptotic bias subject to a constraint on normal distribution efficiency … the following aspects the optimal bias robust regression estimator: (1) The analytic form for the rho function; (2) A …
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