Statystyczne funkcje głębi we wstępnej analizie szeregu czasowego

• Authors: Daniel Kosiorowski

Title variants

EN

Statistical Depth Functions in a Preliminary Analysis of Time Series

• Languages of publication: PL

Abstracts

EN

In this paper I present selected applications of data depth-based statistical procedures for a preliminary analysis of time series. I focus our attention on simple methods induced by halfspace depth, regression depth and generalised band depth proposed by Pintado-Lopez and Romo. The Monte Carlo studies and empirical examples show our procedures to have good robustness properties.

Keywords

EN

STATISTICAL DEPTH FUNCTION; ROBUST; TIME SERIES

• Publisher: Wydawnictwo Uniwersytetu Ekonomicznego w Krakowie
• Journal: Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie
• Year: 2012
• Issue: 884
• Pages: 43-58

Contributors

author

Daniel Kosiorowski

• Uniwersytet Ekonomiczny w Krakowie, Katedra Statystyki, ul. Rakowicka 27, 31-510 Kraków, Poland

References

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