Results 21 to 30 of about 1,655,569 (337)
Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach [PDF]
مدیریت صنعتیObjective Investors typically seek to strike the optimal balance between potential returns and associated risks in their trades. Various models have been presented to choose the optimal portfolio using different approaches.
Hila Rezaei +2 more
doaj +1 more source
Novel Global Harmony Search Algorithm for Least Absolute Deviation
Journal of Applied Mathematics, 2014 The method of least absolute deviation (LAD) finds applications in many areas, due to its robustness compared to the least squares regression (LSR) method. LAD is robust in that it is resistant to outliers in the data.
Longquan Yong
doaj +1 more source
Simulation and assessment of a water pollution accident caused by phenol leakage
Water Policy, 2021 Frequent occurrence of water pollution accidents has caused serious ecological and environmental damage. The purpose of this study was to assess the impacts of water pollution accidents on the human body and the ecosystem and to use a new calculation ...
Gaimei Guo, Runbin Duan
doaj +1 more source
, 2022 33 pages, 10 figures, the paper source code is available at https://github.com/AndreyAkinshin/paper ...
openaire +2 more sources
Leveraged least trimmed absolute deviations [PDF]
OR Spectrum, 2021 AbstractThe design of regression models that are not affected by outliers is an important task which has been subject of numerous papers within the statistics community for the last decades. Prominent examples of robust regression models are least trimmed squares (LTS), where theklargest squared deviations are ignored, and least trimmed absolute ...
Nathan Sudermann-Merx, Steffen Rebennack
openaire +4 more sources
A Maximum Likelihood Approach to Least Absolute Deviation Regression
EURASIP Journal on Advances in Signal Processing, 2004 Least absolute deviation (LAD) regression is an important tool used in numerous applications throughout science and engineering, mainly due to the intrinsic robust characteristics of LAD.
Yinbo Li, Gonzalo R. Arce
doaj +1 more source
Geometry of deviation measures for triangular distributions
Frontiers in Applied Mathematics and Statistics, 2023 Triangular distributions are widely used in many applications with limited sample data, business simulations, and project management. As with other distributions, a standard way to measure deviations is to compute the standard deviation.
Yuhe Wang, Eugene Pinsky
doaj +1 more source
A comparative analysis between two statistical deviation–based consensus measures in group decision making problems [PDF]
, 2019 The mean absolute deviation and the standard deviation, two statistical measures commonly used in quantifying variability, may become an interesting tool when defining consensus measures.
Chiclana, Francisco +4 more
core +3 more sources
Robust mean absolute deviation problems on networks with linear vertex weights [PDF]
, 2013 This article deals with incorporating the mean absolute deviation objective function in several robust single facility location models on networks with dynamic evolution of node weights, which are modeled by means of linear functions of a parameter ...
López de los Mozos Martín, María Cruz +2 more
core +1 more source
Barekeng, 2022 If there is multicollinearity and outliers in the data, the inference about parameter estimation in the LS method will deviate due to the inefficiency of this method in estimating.
Netti Herawati +2 more
doaj +1 more source