A study of Belgian inflation, relative prices and nominal rigidities using new robust measures of skewness and tail weight

MaRDI QIDQ5290284zbMATH OpenFDO

Authors L. Aucremanne, Guy Brys, Mia Hubert, Peter Rousseeuw, Anja Struyf

Publication date 28 April 2006

zbMATH Keywords

robustness

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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(4)

• An adjusted boxplot for skewed distributions
• Robust classification for skewed data
• Reducing the mean squared error of quantile-based estimators by smoothing
• Goodness-of-fit tests based on a robust measure of skewness

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