Wybrane statystyki odporne

• Authors: Grażyna Trzpiot

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.

Keywords

PL

Estymatory; Metody statystyczne; Modele regresji; Statystyka

EN

Estimators; Regression models; Statistical methods; Statistics

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2013
• Volume: 152
• Pages: 163-173

Contributors

author

Grażyna Trzpiot

References

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• 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.
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Identifiers

ISSN

2083-8611