Results 31 to 40 of about 439,420 (307)
Portfolio Selection With Robust Estimation [PDF]
SSRN Electronic Journal, 2007 Mean-variance portfolios constructed using the sample mean and covariance matrix of asset returns perform poorly out of sample due to estimation error. Moreover, it is commonly accepted that estimation error in the sample mean is much larger than in the sample covariance matrix.
Victor DeMiguel, Francisco J. Nogales
openaire +1 more source
The Robustness of Rasch Estimates [PDF]
Applied Psychological Measurement, 1986 The small scale applicability of Rasch estimates was investigated under simulated conditions of guess ing and heterogeneity in item discrimination. The ac curacy of the Rasch estimates was evaluated by means of the correlation between the item/person parameters and their estimates, the standard deviations of the esti mates, and the difference as well ...
openaire +3 more sources
The Annals of Mathematical Statistics, 1969 Abstract : The problem of finding robust estimators for the location parameter of symmetric unimodal distributions has been the subject of much recent research. This paper is concerned with finding robust estimators which are linear functions of the ordered observations.
Gastwirth, Joseph L., Rubin, Herman
openaire +3 more sources
The Annals of Statistics, 1992 The study of the stability of parameter estimates for directional data dates back to the late sixties and this paper is an interesting contribution to this domain. The authors consider rotationally symmetric models for directional data with axis of rotation \(\mu\) and concentration parameter \(\kappa\). The prototype is the von Mises distribution. The
He, Xuming, Simpson, Douglas G.
openaire +2 more sources
Robust kernel density estimation [PDF]
2008 IEEE International Conference on Acoustics, Speech and Signal Processing, 2008 We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical $M$-estimation.
JooSeuk Kim, Clayton D. Scott
openaire +3 more sources
A Robust Instrumental-Variables Estimator [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2012 The classical instrumental-variables estimator is extremely sensitive to the presence of outliers in the sample. This is a concern because outliers can strongly distort the estimated effect of a given regressor on the dependent variable. Although outlier diagnostics exist, they frequently fail to detect atypical observations because they are themselves
Desbordes, Rodolphe, Verardi, Vincenzo
openaire +4 more sources
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Osteosarcoma (OS) and Ewing sarcoma (EWS) are the most common primary bone cancers in children, but acute thrombosis is poorly characterized in this population. Our study evaluated the rates of venous thromboembolism (VTE) and associated risk factors in pediatric patients with bone sarcomas treated over a 10‐year period encompassing
Sarah Kappa +8 more
wiley +1 more source
The Impact of Outliers on Net-Benefit Regression Model in Cost-Effectiveness Analysis. [PDF]
PLoS ONE, 2013 Ordinary least square (OLS) in regression has been widely used to analyze patient-level data in cost-effectiveness analysis (CEA). However, the estimates, inference and decision making in the economic evaluation based on OLS estimation may be biased by ...
Yu-Wen Wen +3 more
doaj +1 more source
The Annals of Statistics, 1977 Measures of location differentiable at every density in the Hellinger metric are constructed in this paper. Differentiability entitles these location functionals to the label "robust," even though their influence curves need not be bounded and continuous.
openaire +3 more sources
Robust estimation of Cronbach's alpha [PDF]
Journal of Multivariate Analysis, 2006 Cronbach’s alpha is a popular method to measure reliability, e.g. in quantifying the reliability of a score to summarize the information of several items in questionnaires. The alpha coefficient is known to be non-robust. We study the behavior of this coefficient in different settings to identify situations, which can easily occur in practice, but ...
Christmann, A., Van Aelst, Stefan
openaire +5 more sources