Variable selection in regression models using global sensitivity analysis
Year of publication: |
2021
|
---|---|
Authors: | Becker, William ; Paruolo, Paolo ; Saltelli, Andrea |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 13.2021, 2, p. 187-233
|
Subject: | model selection | Monte Carlo | sensitivity analysis | simulation | Sensitivitätsanalyse | Sensitivity analysis | Regressionsanalyse | Regression analysis | Simulation | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
-
On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin, (2015)
-
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie, (2020)
-
A measure-valued differentiation approach to sensitivities of quantiles
Heidergott, Bernd, (2016)
- More ...
-
Ratings and rankings: voodoo or science?
Paruolo, Paolo, (2013)
-
Rickety numbers: Volatility of university rankings and policy implications
Saisana, Michaela, (2011)
-
New Narratives for the European Project
Saltelli, Andrea, (2014)
- More ...