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Bog, hardback Robustness in Econometrics af Vladik Kreinovich

Robustness in Econometrics (Studies in Computational Intelligence, nr. 692)

(Bog, hardback)

9 black & white illustrations, 120 colour illustrations, biography

9 black & white illustrations, 120 colour illustrations, biography

Produktdetaljer:

Sprog:
Engelsk
ISBN-13:
9783319507415
Udgivet:
28-02-2017
Nr. i serien:
692
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kr. 1.379,95
Forventes udgivet
28-02-2017
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Leveres senest
10-03-2017
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kr. 931,63
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Forlagets beskrivelse
9 black & white illustrations, 120 colour illustrations, biography
Bibliotekernes beskrivelse
This book presents recent research on robustness in econometrics. Robust data processing techniques - i.e., techniques that yield results minimally affected by outliers - and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations.

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