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Robust continuum regression. [PDF]
Several applications of continuum regression to non-contaminated data have shown that a significant improvement in predictive power can be obtained compared to the three standard techniques which it encompasses (Ordinary least Squares, Principal ...
Croux, Christophe +3 more
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Robust Dynamic Mode Decomposition
IEEE Access, 2022 This paper develops a robust dynamic mode decomposition (RDMD) method endowed with statistical and numerical robustness. Statistical robustness ensures estimation efficiency at the Gaussian and non-Gaussian probability distributions, including heavy ...
Amir Hossein Abolmasoumi +2 more
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Venture Capital and Private Equity Diversification: A Var and DCC Garch Approach
Корпоративные финансыThe terms “venture capital” and “private equity” are used in a loosely interchangeable manner when capital is invested in innovative technology-driven ideas or nascent-stage/unlisted companies.
Manu Sharma
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Robust Kibria Estimators for Mitigating Multicollinearity and Outliers in a Linear Regression Model
StatsIn the presence of multicollinearity, the ordinary least squares (OLS) estimators, aside from BLUE (best linear unbiased estimator), lose efficiency and fail to achieve minimum variance.
Hina Naz +3 more
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The Annals of Statistics, 1987 Let \(y_ t=x'_ t\beta +u_ t\), \(t\in Z^ 1\), where the disturbances \(u_ t\) follow a second-order stationary process with E \(u_ t=0\). The spectral density f(\(\lambda)\) of a process \(u_ t\) is unknown but belongs to a neighborhood of some special spectral density \(f_ 0(\lambda)\).
openaire +3 more sources
Nonparametric Functional Times Series Data Analysis by kNN–Local Linear M-Regression
MathematicsThis paper addresses the problem of nonparametric regression for functional time series, a setting complicated by the infinite-dimensional nature of the covariates, temporal dependence, and potential for outliers.
Salim Bouzebda +3 more
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The Construction of Efficient Portfolios: A Verification of Risk Models for Investment Making
Frontiers in Applied Mathematics and Statistics, 2020 Various statistical models have been used in estimating inputs to mean-variance efficient portfolio construction since the mid-1960s. One can argue how many factors are necessary, but there appears to be substantial evidence that statistical models ...
Mustafa N. Gültekin +2 more
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AxiomsIn modern survey sampling, particularly when using stratified random sampling (StRS), the existence of outliers and model mis-specifications is a daunting challenge to the conventional parametric and nonparametric methods of estimating parameters.
Rashid Mahmood +3 more
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The impact of politics on fiscal behavior: the case of Brazil
Economia Aplicada, 2006 This paper examines the proposition that a government which faces an election or depends on general popular support to govern effectively will find it difficult to resist increasing expenditures or to raise taxes.
Werner Baer, Donald V. Coes
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Financial Internet QuarterlyThis study investigates the impact of public borrowing and total capital formation on Nepal’s economic growth. The analysis relies on secondary data from publications from the Nepal Rastra Bank and economic surveys conducted in Nepal.
Dahal Arjun Kumar +3 more
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