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Inleiding tot robuuste statistiek. Elementen van theorie en bedrijfseconomische toepassingen

Listed author(s):
  • C. Croux
  • K. Joossens
Registered author(s):

    Vele vaak gebruikte statistische methoden geven onbetrouwbare resultaten in de aanwezigheid van uitschieters. Robuuste statistische methoden blijven goed werken wanneer er atypische observaties aanwezig zijn of wanneer er niet perfect aan andere modelvoorwaarden voldaan is. Ofschoon de theorie van de robuuste statistiek zich reeds sinds enkele decennia ontwikkeld heeft, is het pas recentelijk dat robuuste schatters ook snel uitgerekend kunnen worden en in algemene statistische software pakketten opgenomen zijn. Toegepaste economen kunnen nu dan ook zonder problemen gebruik maken van robuuste schatters wanneer ze vrezen dat er uitschieters aanwezig zijn in hun gegevensbestanden. In dit artikel geven we een korte inleiding tot de theorie van de robuuste statistiek, aangevuld met verschillende voorbeelden uit de bedrijfseconomie.

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    Article provided by KU Leuven, Faculty of Economics and Business, Review of Business and Economic Literature in its journal Review of Business and Economic Literature.

    Volume (Year): L (2005)
    Issue (Month): 2 ()
    Pages: 287-310

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    Handle: RePEc:ete:revbec:20050205
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