Statystyczne funkcje głębi we wstępnej analizie szeregu czasowego
Statistical Depth Functions in a Preliminary Analysis of Time Series
Author(s): Daniel KosiorowskiSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego w Krakowie
Keywords: statistical depth function; robust; time series
Summary/Abstract: 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.
Journal: Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie
- Issue Year: 884/2012
- Issue No: 08
- Page Range: 43-58
- Page Count: 16
- Language: Polish