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Author: Yuriy Kharin
Publisher: Springer Science & Business Media
Published: 2013-09-04
Total Pages: 369
ISBN-13: 3319008404
DOWNLOAD EBOOKThis book offers solutions to such topical problems as developing mathematical models and descriptions of typical distortions in applied forecasting problems; evaluating robustness for traditional forecasting procedures under distortionism and more.
Author: Eric Neumayer
Publisher: Cambridge University Press
Published: 2017-08-17
Total Pages: 269
ISBN-13: 1108415393
DOWNLOAD EBOOKThis highly accessible book presents robustness testing as the methodology for conducting quantitative analyses in the presence of model uncertainty.
Author: Rand R. Wilcox
Publisher: Academic Press
Published: 2012-01-12
Total Pages: 713
ISBN-13: 0123869838
DOWNLOAD EBOOK"This book focuses on the practical aspects of modern and robust statistical methods. The increased accuracy and power of modern methods, versus conventional approaches to the analysis of variance (ANOVA) and regression, is remarkable. Through a combination of theoretical developments, improved and more flexible statistical methods, and the power of the computer, it is now possible to address problems with standard methods that seemed insurmountable only a few years ago"--
Author: Vladik Kreinovich
Publisher: Springer
Published: 2017-02-11
Total Pages: 693
ISBN-13: 3319507427
DOWNLOAD EBOOKThis book presents recent research on robustness in econometrics. Robust data processing techniques – i.e., techniques that yield results minimally affected by outliers – and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations.
Author: Yuriy Kharin
Publisher:
Published: 2013-09-30
Total Pages: 374
ISBN-13: 9783319008417
DOWNLOAD EBOOKAuthor: Lars Peter Hansen
Publisher: Princeton University Press
Published: 2016-06-28
Total Pages: 453
ISBN-13: 0691170975
DOWNLOAD EBOOKThe standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker do if the model cannot be trusted? Lars Hansen and Thomas Sargent, two leading macroeconomists, push the field forward as they set about answering this question. They adapt robust control techniques and apply them to economics. By using this theory to let decision makers acknowledge misspecification in economic modeling, the authors develop applications to a variety of problems in dynamic macroeconomics. Technical, rigorous, and self-contained, this book will be useful for macroeconomists who seek to improve the robustness of decision-making processes.
Author: Rudolf Dutter
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 445
ISBN-13: 364257338X
DOWNLOAD EBOOKAspects of Robust Statistics are important in many areas. Based on the International Conference on Robust Statistics 2001 (ICORS 2001) in Vorau, Austria, this volume discusses future directions of the discipline, bringing together leading scientists, experienced researchers and practitioners, as well as younger researchers. The papers cover a multitude of different aspects of Robust Statistics. For instance, the fundamental problem of data summary (weights of evidence) is considered and its robustness properties are studied. Further theoretical subjects include e.g.: robust methods for skewness, time series, longitudinal data, multivariate methods, and tests. Some papers deal with computational aspects and algorithms. Finally, the aspects of application and programming tools complete the volume.
Author: Miodrag Lovric
Publisher: Springer Science & Business Media
Published: 2010-12-01
Total Pages: 0
ISBN-13: 3642048978
DOWNLOAD EBOOKThe goal of this book is multidimensional: a) to help reviving Statistics education in many parts in the world where it is in crisis. For the first time authors from many developing countries have an opportunity to write together with the most prominent world authorities. The editor has spent several years searching for the most reputable statisticians all over the world. International contributors are either presidents of the local statistical societies, or head of the Statistics department at the main university, or the most distinguished statisticians in their countries. b) to enable any non-statistician to obtain quick and yet comprehensive and highly understandable view on certain statistical term, method or application c) to enable all the researchers, managers and practicioners to refresh their knowledge in Statistics, especially in certain controversial fields. d) to revive interest in statistics among students, since they will see its usefulness and relevance in almost all branches of Science.
Author: Claudia Becker
Publisher: Springer Science & Business Media
Published: 2014-07-08
Total Pages: 377
ISBN-13: 3642354947
DOWNLOAD EBOOKThis Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.
Author: Jianqing Fan
Publisher: Springer Science & Business Media
Published: 2008-09-11
Total Pages: 565
ISBN-13: 0387693955
DOWNLOAD EBOOKThis is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.
