Vladik (Hrsg.) Kreinovich
Robustness in Econometrics
Buch
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 enc…
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Beschreibung
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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Produktdetails
Weitere Autoren: Sriboonchitta, Songsak (Hrsg.) / Huynh, Van-Nam (Hrsg.)
- ISBN: 978-3-319-50741-5
- EAN: 9783319507415
- Produktnummer: 21876095
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2017
- Seitenangabe: 688 S.
- Masse: H24.1 cm x B16.0 cm x D4.4 cm 1'226 g
- Abbildungen: Book; Bibliographie
- Reihenbandnummer: 692
- Gewicht: 1226
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