{"id":"https://openalex.org/W2133213187","doi":"https://doi.org/10.1007/s10287-009-0103-x","title":"Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model","display_name":"Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model","publication_year":2009,"publication_date":"2009-09-18","ids":{"openalex":"https://openalex.org/W2133213187","doi":"https://doi.org/10.1007/s10287-009-0103-x","mag":"2133213187"},"language":"en","primary_location":{"id":"doi:10.1007/s10287-009-0103-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-009-0103-x","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5086357086","display_name":"Peter Winker","orcid":"https://orcid.org/0000-0003-3412-4207"},"institutions":[{"id":"https://openalex.org/I200763008","display_name":"University of Giessen","ror":"https://ror.org/033eqas34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200763008"]},{"id":"https://openalex.org/I4210148049","display_name":"Giessen School of Theology","ror":"https://ror.org/03kzgcv48","country_code":"DE","type":"education","lineage":["https://openalex.org/I4210148049"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Peter Winker","raw_affiliation_strings":["Department of Economics, University of Giessen, Licher Str. 64, 35394, Giessen, Germany","Univ. of Giessen"],"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Giessen, Licher Str. 64, 35394, Giessen, Germany","institution_ids":["https://openalex.org/I4210148049","https://openalex.org/I200763008"]},{"raw_affiliation_string":"Univ. of Giessen","institution_ids":["https://openalex.org/I4210148049","https://openalex.org/I200763008"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5050112421","display_name":"Marianna Lyra","orcid":null},"institutions":[{"id":"https://openalex.org/I4210148049","display_name":"Giessen School of Theology","ror":"https://ror.org/03kzgcv48","country_code":"DE","type":"education","lineage":["https://openalex.org/I4210148049"]},{"id":"https://openalex.org/I200763008","display_name":"University of Giessen","ror":"https://ror.org/033eqas34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200763008"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Marianna Lyra","raw_affiliation_strings":["Department of Economics, University of Giessen, Licher Str. 64, 35394, Giessen, Germany","Univ. of Giessen"],"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Giessen, Licher Str. 64, 35394, Giessen, Germany","institution_ids":["https://openalex.org/I4210148049","https://openalex.org/I200763008"]},{"raw_affiliation_string":"Univ. of Giessen","institution_ids":["https://openalex.org/I4210148049","https://openalex.org/I200763008"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5110553320","display_name":"Chris Sharpe","orcid":null},"institutions":[{"id":"https://openalex.org/I4210148049","display_name":"Giessen School of Theology","ror":"https://ror.org/03kzgcv48","country_code":"DE","type":"education","lineage":["https://openalex.org/I4210148049"]},{"id":"https://openalex.org/I200763008","display_name":"University of Giessen","ror":"https://ror.org/033eqas34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200763008"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Chris Sharpe","raw_affiliation_strings":["Department of Economics, University of Giessen, Licher Str. 64, 35394, Giessen, Germany","Univ. of Giessen"],"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Giessen, Licher Str. 64, 35394, Giessen, Germany","institution_ids":["https://openalex.org/I4210148049","https://openalex.org/I200763008"]},{"raw_affiliation_string":"Univ. of Giessen","institution_ids":["https://openalex.org/I4210148049","https://openalex.org/I200763008"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5086357086"],"corresponding_institution_ids":["https://openalex.org/I200763008","https://openalex.org/I4210148049"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":2.0495,"has_fulltext":false,"cited_by_count":17,"citation_normalized_percentile":{"value":0.88057237,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"8","issue":"1-2","first_page":"103","last_page":"123"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9898999929428101,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7388124465942383},{"id":"https://openalex.org/keywords/ordinary-least-squares","display_name":"Ordinary least squares","score":0.6192547678947449},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5956035256385803},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5381430387496948},{"id":"https://openalex.org/keywords/heuristics","display_name":"Heuristics","score":0.5192287564277649},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.5043786764144897},{"id":"https://openalex.org/keywords/least-squares-function-approximation","display_name":"Least-squares function approximation","score":0.47618189454078674},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4478158950805664},{"id":"https://openalex.org/keywords/generalized-least-squares","display_name":"Generalized least squares","score":0.4135389029979706},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3254925012588501}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7388124465942383},{"id":"https://openalex.org/C99656134","wikidata":"https://www.wikidata.org/wiki/Q2912993","display_name":"Ordinary least squares","level":2,"score":0.6192547678947449},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5956035256385803},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5381430387496948},{"id":"https://openalex.org/C127705205","wikidata":"https://www.wikidata.org/wiki/Q5748245","display_name":"Heuristics","level":2,"score":0.5192287564277649},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.5043786764144897},{"id":"https://openalex.org/C9936470","wikidata":"https://www.wikidata.org/wiki/Q6510405","display_name":"Least-squares function approximation","level":3,"score":0.47618189454078674},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4478158950805664},{"id":"https://openalex.org/C188649462","wikidata":"https://www.wikidata.org/wiki/Q2246261","display_name":"Generalized least squares","level":3,"score":0.4135389029979706},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3254925012588501}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10287-009-0103-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-009-0103-x","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:comgts:v:8:y:2011:i:1:p:103-123","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10287-009-0103-x","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":59,"referenced_works":["https://openalex.org/W66911708","https://openalex.org/W68982308","https://openalex.org/W103273098","https://openalex.org/W149129625","https://openalex.org/W285272166","https://openalex.org/W615949614","https://openalex.org/W1511805578","https://openalex.org/W1556534726","https://openalex.org/W1563841138","https://openalex.org/W1595159159","https://openalex.org/W1879678483","https://openalex.org/W1971432209","https://openalex.org/W1980802237","https://openalex.org/W1995834279","https://openalex.org/W1998674867","https://openalex.org/W2004115473","https://openalex.org/W2006385744","https://openalex.org/W2016871238","https://openalex.org/W2021255902","https://openalex.org/W2024300332","https://openalex.org/W2029056003","https://openalex.org/W2033279777","https://openalex.org/W2040134970","https://openalex.org/W2047196406","https://openalex.org/W2050499439","https://openalex.org/W2053279544","https://openalex.org/W2061246087","https://openalex.org/W2063971729","https://openalex.org/W2065742895","https://openalex.org/W2081110200","https://openalex.org/W2083148578","https://openalex.org/W2083805941","https://openalex.org/W2094669038","https://openalex.org/W2114121043","https://openalex.org/W2129249398","https://openalex.org/W2145181238","https://openalex.org/W2147479297","https://openalex.org/W2152701363","https://openalex.org/W2152984456","https://openalex.org/W2158452825","https://openalex.org/W2161642473","https://openalex.org/W2166215547","https://openalex.org/W2260900030","https://openalex.org/W2479989585","https://openalex.org/W2498631646","https://openalex.org/W3020866151","https://openalex.org/W3103493134","https://openalex.org/W3121935363","https://openalex.org/W3123437820","https://openalex.org/W3125326848","https://openalex.org/W3137715965","https://openalex.org/W4230661391","https://openalex.org/W4232111244","https://openalex.org/W4236391698","https://openalex.org/W4236670843","https://openalex.org/W4239488419","https://openalex.org/W4242010931","https://openalex.org/W4255230573","https://openalex.org/W4385795614"],"related_works":["https://openalex.org/W3121492091","https://openalex.org/W2152701363","https://openalex.org/W1563841138","https://openalex.org/W3137715965","https://openalex.org/W2098684386","https://openalex.org/W1595159159","https://openalex.org/W2050499439","https://openalex.org/W3122740684","https://openalex.org/W2580446748","https://openalex.org/W3125950889","https://openalex.org/W3124611321","https://openalex.org/W2781870416","https://openalex.org/W2368500460","https://openalex.org/W2574599408","https://openalex.org/W3124488407","https://openalex.org/W2340037142","https://openalex.org/W3125742153","https://openalex.org/W3046563120","https://openalex.org/W3195282591","https://openalex.org/W592671329"],"abstract_inverted_index":null,"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}