Results 261 to 270 of about 2,041,920 (276)

Estimating robustness

Journal of Economic Theory, 2017
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Robust heteroskedasticity-robust tests

Economics Letters, 2017
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Robust Preferences and Robust Portfolio Choice

2009
This chapter focuses on the problems of robust preferences and robust portfolio choice. The problem of portfolio choice consists in choosing, among all the available positions, a position that is affordable, given the investor's wealth w , and which is optimal with respect to the investor's preferences.
Föllmer, Hans, Schied, Alexander, Weber, Stefan   +2 more
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Robust regression through robust covariances

Communications in Statistics - Theory and Methods, 1986
This paper discusses the estimation of regression parameters after summarizing the data by a covariance matrix of the concatenated vector of explanatory variables and response variable. A robust estimate of the covariance matrix leads to a robust regression estimator.
Ricardo Maronna, Stephan Morgenthaler
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Model robustness in robust identification

Proceedings of 1995 34th IEEE Conference on Decision and Control, 2002
Considers the issue of model robustness. In particular the author considers fitting a linear transfer function model in the presence of a small deviation from linearity. The issue of deviation from linearity is often mentioned in robust identification but does not seem to have been explicitly treated before.
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Robustness and the robust estimate

Journal of Geodesy, 1996
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Robust Stability and Robust Stabilizability

2002
Most real systems cannot be represented by linear dynamics, but sometimes, under some assumptions, it is possible to model the dynamical behavior of practical systems with a linear model having some uncertainties. The presence of these uncertainties in the dynamics requires the establishment of robust conditions that can guarantee the stability and/or ...
El-Kébir Boukas, Zi-Kuan Liu
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Robust Estimation and Robust Parameter

2020
This chapter is addressed to the problem of defining the parameter in a semiparametric situation. Suppose, for example, that the observation X is assumed to be expressed as \(X=\theta +\varepsilon \), where \(\theta \) is the parameter to be estimated and \(\varepsilon \) is the error whose distribution is not specified by a finite number of parameters.
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Robust Designs

Biometrika, 1975
Box, George E. P., Draper, Norman R.
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Robustness of optimally robust controllers

[1991 Proceedings] The Twenty-Third Southeastern Symposium on System Theory, 2002
The largest robust stability radius gamma (P/sub 0/) of a system P/sub 0/ is defined as the radius of the largest ball B/sub max/ in the gap metric centered at P/sub 0/ which can be stabilized by one single controller. Any controller which stabilizes B/sub max/ is called an optimally robust controller of P/sub 0/.
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