Robustness in Econometrics

• Corporate Author: SpringerLink (Online service)
• Other Authors: Kreinovich, Vladik (Editor), Sriboonchitta, Songsak (Editor), Huynh, Van-Nam (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Studies in Computational Intelligence, 692
• Subjects: Engineering.; Artificial intelligence.; Computational intelligence.; Econometrics.; Computational Intelligence.; Artificial Intelligence (incl. Robotics).

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 ap...