Dilemmas of robust analysis of economic data streams
From MaRDI portal
Publication:341800
DOI10.1007/s10958-016-3019-3zbMath1349.62579OpenAlexW2508352299MaRDI QIDQ341800
Publication date: 17 November 2016
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-016-3019-3
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Inference for functional data with applications
- Some extensions of Tukey's depth function
- Forecasting with exponential smoothing. The state space approach
- Robust estimation and classification for functional data via projection-based depth notions
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- General notions of statistical depth function.
- Trimmed means for functional data
- Nonparametrically consistent depth-based classifiers
- On the limiting distributions of multivariate depth-based rank sum statistics and related tests
- Data streams. Models and algorithms.
- Data depths satisfying the projection property
- New nonparametric tests of multivariate locations and scales using data depth
- Forecasting functional time series
- From Depth to Local Depth: A Focus on Centrality
- Control Charts for Multivariate Processes
- Functional Data Analysis with R and MATLAB
- Local Regression and Likelihood
- Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
- Online linear and quadratic discriminant analysis with adaptive forgetting for streaming classification
- On geometric ergodicity of CHARME models
- Robust Statistics