Search results for " récursif"
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Stochastic algorithms for robust statistics in high dimension
2016
This thesis focus on stochastic algorithms in high dimension as well as their application in robust statistics. In what follows, the expression high dimension may be used when the the size of the studied sample is large or when the variables we consider take values in high dimensional spaces (not necessarily finite). In order to analyze these kind of data, it can be interesting to consider algorithms which are fast, which do not need to store all the data, and which allow to update easily the estimates. In large sample of high dimensional data, outliers detection is often complicated. Nevertheless, these outliers, even if they are not many, can strongly disturb simple indicators like the me…
Double index recursive models
1994
The purpose of this document is to study the model belongs to the family of structural equation models with data varying both accross individuals (sectors) and in time. A complete theoretical analysis is developed in this work for the case of a recursive structure. Maximum likelihood estimation and Zellner's "seemingly unrelated equations" estimators (iterated or not) are presented and their asymptotic properties are carefully derived.The application of the estimation methods to the economy morocco produced statistically significant and economic meaningful results. Through a test of exogeneity, the recursivity of the system is confirmed. Policy recommendations are discussed and analyzed.