Počet záznamů: 1
High-dimensional Data in Economics and their (Robust) Analysis
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SYSNO ASEP 0473577 Druh ASEP J - Článek v odborném periodiku Zařazení RIV J - Článek v odborném periodiku Poddruh J Článek ve WOS Název High-dimensional Data in Economics and their (Robust) Analysis Tvůrce(i) Kalina, Jan (UIVT-O) RID, SAI, ORCID Zdroj.dok. Serbian Journal of Management. - : Univerzitet u Beogradu - ISSN 1452-4864
Roč. 12, č. 1 (2017), s. 171-183Poč.str. 13 s. Jazyk dok. eng - angličtina Země vyd. RS - Srbsko Klíč. slova econometrics ; high-dimensional data ; dimensionality reduction ; linear regression ; classification analysis ; robustness Vědní obor RIV BB - Aplikovaná statistika, operační výzkum Obor OECD Statistics and probability CEP GA17-07384S GA ČR - Grantová agentura ČR Institucionální podpora UIVT-O - RVO:67985807 UT WOS 000443474000012 EID SCOPUS 85018191894 DOI 10.5937/sjm12-10778 Anotace This work is devoted to statistical methods for the analysis of economic data with a large number of variables. The authors present a review of references documenting that such data are more and more commonly available in various theoretical and applied economic problems and their analysis can be hardly performed with standard econometric methods. The paper is focused on highdimensional data, which have a small number of observations, and gives an overview of recently proposed methods for their analysis in the context of econometrics, particularly in the areas of dimensionality reduction, linear regression and classification analysis. Further, the performance of various methods is illustrated on a publicly available benchmark data set on credit scoring. In comparison with other authors, robust methods designed to be insensitive to the presence of outlying measurements are also used. Their strength is revealed after adding an artificial contamination by noise to the original data. In addition, the performance of various methods for a prior dimensionality reduction of the data is compared. Pracoviště Ústav informatiky Kontakt Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Rok sběru 2018
Počet záznamů: 1