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Università della Svizzera italiana

Data-based analysis of extreme events : inference, numerics and applications

Kaiser, Olga ; Horenko, Illia (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2015 ; 2015INFO002.

The concept of extreme events describes the above average behavior of a process, for instance, heat waves in climate or weather research, earthquakes in geology and financial crashes in economics. It is significant to study the behavior of extremes, in order to reduce their negative impacts. Key objectives include the identification of the appropriate mathematical/statistical model, description...

Université de Fribourg

The Influence of Product Aesthetics and Usability over the Course of Time: A Longitudinal Field Experiment

Sonderegger, Andreas ; Zbinden, Gerold ; Uebelbacher, Andreas ; Sauer, Juergen

A longitudinal field experiment was carried out over a period of two weeks to examine the influence of product aesthetics and inherent product usability. A 2 x 2 x 3 mixed design was used in the study, with product aesthetics (high / low) and usability (high / low) being manipulated as between-subjects variables and exposure time as a repeated-measures variable (3 levels). A sample of 60 mobile...

Università della Svizzera italiana

Robust subsampling

Camponovo, Lorenzo ; Scaillet, Olivier ; Trojani, Fabio

In: Journal of econometrics, 2012, vol. 167, no. 1, p. 197-210

We characterize the robustness of subsampling procedures by deriving a formula for the breakdown point of subsampling quantiles. This breakdown point can be very low for moderate subsampling block sizes, which implies the fragility of subsampling procedures, even when they are applied to robust statistics. This instability arises also for data driven block size selection procedures minimizing ...

Università della Svizzera italiana

Contributions to robustness theory

La Vecchia, Davide ; Ronchetti, Elvezio (Dir.) ; Trojani, Fabio (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2011 ; 2011ECO004.

The goal of this PhD Thesis is the definition of new robust estimators, thereby extending the available theory and exploring new directions for applications in finance. The Thesis contains three papers, which analyze three different types of estimators: M-, Minimum Distance- and R- estimators. The focus is manly of their infinitesimal robustness, but global robustness properties are also...