PL EN


2013 | 152 | 163-173
Article title

Wybrane statystyki odporne

Content
Title variants
EN
Some Robust Statistical Methods
Languages of publication
PL
Abstracts
EN
Outliers are sample values that cause surprise in relation to the majority of the sample. This is not a pejorative term; outliers may be correct, but they should always be checked for transcription errors. Many robust and resistant methods have been developed since 1960 to be less sensitive to outliers. This methods can be used instead or be even better than classical one. Robust methods were used early in me works (Trzpiot 2009, 2011a, 2011b) as an application in finance and economy. This article has a descriptive character, connected with new book for students.
Year
Volume
152
Pages
163-173
Physical description
Contributors
References
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  • Hettmansperger T.P., Sheather S.J. (1992): A Cautionary Note on the Method of Least Median Squares. "American Statistician" 46, s. 79-83.
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  • Staudte R.G., Sheather S.J. (1990): Robust Estimation and Testing. John Wiley and Sons, New York.
  • Trzpiot G. (2009): Extreme Value Distributions and Robust Estimation. Acta Universitatis Lodziensis. Folia Economica 228, Łódź, s. 85-92.
  • Trzpiot G. (2011a): Odporna analiza szeregów czasowych. Prace Naukowe nr 165, 171- 179 Uniwersytet Ekonomiczny, Wrocław.
  • Trzpiot G. (2011b): Wybrane odporne metody estymacji beta. W: Modelowanie preferencji a ryzyko '11. Red. T. Trzaskalik. Wydawnictwo Uniwersytetu Ekonomicznego, Katowice, s. 133-148.
  • Trzpiot G. (2012): Odporna regresja kwantylowa. W: Dylematy ekonometrii 2. Red. J. Biolik. Wydawnictwo Uniwersytetu Ekonomicznego, Katowice, s. 147-158.
  • Tukey J.W. (1960): A Survey of Sampling from Contaminated Distributions. W: Contributions to Probability and Statistics. Eds I. Olkin, S. Ghurye, W. Hoeffding, W. Madow, H. Mann. Wiley and Sons, New York.
  • Yohai V., Stahel W.A., Zamar R.H. (1991): A Procedure for Robust Estimation. John Wiley and Sons, New York.
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Document Type
Publication order reference
Identifiers
ISSN
2083-8611
YADDA identifier
bwmeta1.element.desklight-4af428e5-130a-4ff0-b3f3-ba6d4a328011
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