0474076 20240903202340.420170420235959.9 85018191894 000443474000012 10.5937/sjm12-10778 13 s. P cav_un_epca*03814281452-4864121 (2017)171-183Univerzitet u Beogradu econometrics high-dimensional data dimensionality reduction linear regression classification analysis robustness cav_un_auth*0345793 Kalina Jan Stochastická informatika Department of Stochastic Informatics SI SI UTIA-B Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2017/SI/kalina-0474076.pdf cav_un_auth*0345381 GA17-07384S GA ČR 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. BA 50000 50200 50204 2018 RVO:67985556 http://hdl.handle.net/11104/0271185 S RIV/67985556:_____/17:00474076!RIV18-GA0-67985556 191964993 doplnění kódu WOS UTIA-B RIV/67985556:_____/17:00474076!RIV18-AV0-67985556 191975634 doplnění kódu WOS UTIA-B 3+4 Review Management 3+4 Review Management 3+4 Review Management 0.181 Q3 Q3 2017 85018191894 SCOPUS PUBMED 000443474000012 WOS cav_un_epca*0381428 Serbian Journal of Management 1452-4864 1452-4864 Roč. 12 č. 1 2017 171 183 Univerzitet u Beogradu