Robust Permanent Income and Pricing with Filtering∗ Lars Peter Hansen† University of Chicago Thomas J. Sargent‡ Stanford University and Hoover Institution

Source URL: www.tomsargent.com

• Knowledge
• Fellows of the Econometric Society
• Mathematical optimization
• Mathematical finance
• Equations
• Economic model
• Lars Peter Hansen
• Decision theory
• Risk
• Statistics
• Control theory
• Science

Mean Deviation It is defined as the arithmetic average or mean of the deviation of various items of a series computed from mean or median. Or It is the average difference between the items of a distribution and the mean

Source URL: www.websukat.com

• Robust statistics
• Absolute deviation
• Average
• Deviation
• Arithmetic mean
• Median
• Data analysis
• Standard deviation
• Standard error
• Statistics
• Means
• Summary statistics

Four Types of Ignorance Lars Peter Hansen and Thomas J. Sargent∗ April 4, 2015 Abstract This paper studies alternative ways of representing uncertainty about a law of motion in a version of a classic macroeconomic targ

Source URL: www.tomsargent.com

• Statistical theory
• Normal distribution
• Kullback–Leibler divergence
• Robust Bayes analysis
• Prior probability
• Statistical models
• Statistics
• Probability and statistics
• Bayesian statistics

Bayesian Robust Variable and Transformation Selection: A Unified Approach Raphael Gottardo† and Adrian E. Raftery‡ Department of Statistics † University of British Columbia and ‡ University of Washington

Source URL: www.stat.washington.edu

Outlier Robust Unit Root Tests in Nonlinear Dynamic Models Rickard Sandberg Department of Economics Statistics and Department of Economics Stockholm School of Economics SEStockholm, Sweden May 17, 2011

Source URL: creates.au.dk

Econometrica, Vol. 72, No. 3 (May, 2004), 937–946 THE ERROR IN REJECTION PROBABILITY OF SIMPLE AUTOCORRELATION ROBUST TESTS BY MICHAEL JANSSON1 A new class of autocorrelation robust test statistics is introduced. The

Source URL: eml.berkeley.edu

Accounting for uncertainty in forest planning using robust optimization

Source URL: forestdss.org

• Knowledge
• Statistics
• Robust optimization
• Convex optimization
• Constraint
• Linear programming
• Uncertainty
• Sensitivity analysis
• Scenario optimization
• Mathematical optimization
• Operations research
• Science

Running Title: Comment on Rhemtulla et alSome considerations regarding bias in the estimation of relative metrics of historic forest conditions from bearing tree data, with reference to Rhemtulla et al).

Source URL: www.plantsciences.ucdavis.edu

• Science
• Basal area
• Estimation theory
• Robust statistics
• Sampling
• Estimator
• Tree
• Statistical inference
• Statistics
• Forestry

A Resampling Method for Computer Vision Carlo Tomasi and John Zhang Computer Science Department, Stanford University Stanford, CA 94305 {tomasi,zhang}@cs.stanford.edu Abstract

Source URL: www.cs.duke.edu

• Statistical inference
• Regression analysis
• Resampling
• Bootstrapping
• Robust regression
• RANSAC
• Linear regression
• Outlier
• Cluster analysis
• Statistics
• Robust statistics
• Data analysis

Robust Estimation of Natural Gradient in Optimization by Regularized Linear Regression Luigi Malag` o1 and Matteo Matteucci2 1

Source URL: malago.di.unimi.it

• Econometrics
• Statistical theory
• Stochastic optimization
• Linear regression
• Fisher information
• Least squares
• Natural evolution strategy
• Stochastic gradient descent
• Variance
• Statistics
• Estimation theory
• Regression analysis