Počet záznamů: 1
High-dimensional data in economics and their (robust) analysis
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SYSNO ASEP 0474076 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 (UTIA-B) Zdroj.dok. Serbian Journal of Management. - : Univerzitet u Beogradu - ISSN 1452-4864
Roč. 12, č. 1 (2017), s. 171-183Poč.str. 13 s. Forma vydání Tištěná - P Jazyk dok. eng - angličtina Země vyd. RS - Srbsko Klíč. slova econometrics ; high-dimensional data ; dimensionality reduction ; linear regression ; classification analysis ; robustness Vědní obor RIV BA - Obecná matematika Obor OECD Business and management CEP GA17-07384S GA ČR - Grantová agentura ČR Institucionální podpora UTIA-B - RVO:67985556 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 teorie informace a automatizace Kontakt Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Rok sběru 2018
Počet záznamů: 1