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  • Search: subject:"Cross‐validation"
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Year of publication
Subject
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Schätztheorie 153 Estimation theory 152 cross-validation 140 Resampling 130 Resampling method 130 Cross-validation 118 Theorie 97 Theory 94 Prognoseverfahren 81 Forecasting model 80 Regression analysis 54 Regressionsanalyse 54 Time series analysis 41 Zeitreihenanalyse 41 Nichtparametrisches Verfahren 39 Nonparametric statistics 39 Cross validation 35 cross validation 35 Bootstrap approach 34 Bootstrap-Verfahren 34 Estimation 28 Schätzung 28 Bayes-Statistik 27 Bayesian inference 26 model selection 26 Monte Carlo simulation 23 Portfolio selection 23 Portfolio-Management 23 Monte-Carlo-Simulation 21 Artificial intelligence 20 Künstliche Intelligenz 20 prediction 20 Forecast 17 Model selection 17 Prognose 17 Statistical test 17 Statistischer Test 17 Cross Validation 16 Cross-Validation 14 Faktorenanalyse 13
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Online availability
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Undetermined 253 Free 247 CC license 19
Type of publication
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Article 349 Book / Working Paper 244
Type of publication (narrower categories)
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Article in journal 193 Aufsatz in Zeitschrift 193 Working Paper 122 Graue Literatur 97 Non-commercial literature 97 Arbeitspapier 95 Article 17 Aufsatz im Buch 7 Book section 7 Hochschulschrift 5 Conference paper 4 Konferenzbeitrag 4 Thesis 4 research-article 4 Collection of articles of several authors 2 Sammelwerk 2 Conference Paper 1 No longer published / No longer aquired 1 Reprint 1
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Language
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English 401 Undetermined 178 German 7 Spanish 3 Italian 2 Polish 2
Author
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Laan, Mark van der 18 Nielsen, Jens Perch 12 Parmeter, Christopher F. 12 Scholz, Michael 12 Sperlich, Stefan 12 Henderson, Daniel J. 10 Chao, John C. 8 Gorodnichenko, Yuriy 8 McKenzie, David J. 8 Siegel, Melissa 8 Sinisi, Sandra 8 Swanson, Norman R. 8 Weber, Michael 8 Zhang, Xinyu 8 Coibion, Olivier 7 Hausman, Jerry A. 7 Newey, Whitney K. 7 Woutersen, Tiemen 7 Chambers, Marcus J. 6 Kapetanios, George 6 Weihs, Claus 6 Xu, Xiaojie 6 Zhang, Xibin 6 Zou, Guohua 6 Baillie, Richard 5 Dudoit, Sandrine 5 Jin, Bingzi 5 Keles, Sunduz 5 King, Maxwell L. 5 Li, Qi 5 Racine, Jeffrey 5 Yao, Qiwei 5 Berkowitz, Jeremy 4 Birgean, Ionel 4 Bouezmarni, Taoufik 4 Cai, Zongwu 4 Calonaci, Fabio 4 Friebel, Guido 4 Gottschalk, Sandra 4 Hansen, Bruce E. 4
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Institution
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University of Bonn, Germany 8 Berkeley Electronic Press 7 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 6 London School of Economics (LSE) 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Department of Economics, School of Business 4 Department of Econometrics and Business Statistics, Monash Business School 3 Econometric Society 3 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 3 National Bureau of Economic Research 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Cowles Foundation for Research in Economics, Yale University 2 Department of Economics, University of Pennsylvania 2 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 2 EconWPA 2 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 2 Institut für Volkswirtschaftslehre, Social- und Wirtschaftswissenschaftliche Fakultät 2 Institute for the Study of Labor (IZA) 2 Agricultural and Applied Economics Association - AAEA 1 CTS - Centre for Transport Studies Stockholm (KTH and VTI) 1 Courant Research Centre PEG 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, University of California-Riverside 1 Department of Economics, University of California-San Diego (UCSD) 1 Deutsche Forschungsgemeinschaft 1 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 1 Dipartimento di Metodi e modelli per l'economia, il territorio e la finanza (MEMOTEF), Facoltà di Economia 1 HAL 1 Institut d'Economie et Econométrie, Université de Genève 1 KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC) 1 Konjunkturinstitutet <Stockholm> 1 Massachusetts Institute of Technology / Department of Economics 1 Rimini Centre for Economic Analysis (RCEA) 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tilburg University, Center for Economic Research 1 University of Waterloo / Department of Economics 1
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Published in...
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Journal of econometrics 23 Statistical Applications in Genetics and Molecular Biology 18 Annals of the Institute of Statistical Mathematics 12 Computational Statistics & Data Analysis 11 Economics letters 11 Computational Statistics 9 Discussion Paper Serie A 8 International journal of forecasting 7 U.C. Berkeley Division of Biostatistics Working Paper Series 7 CORE Discussion Papers 6 Econometric reviews 6 IZA Discussion Papers 6 Journal of Multivariate Analysis 6 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 6 LSE Research Online Documents on Economics 5 Statistics & Probability Letters 5 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 5 Série des documents de travail 5 CEMMAP working papers / Centre for Microdata Methods and Practice 4 Cahiers de recherche 4 Discussion paper series / IZA 4 Econometrics 4 Econometrics : open access journal 4 Graz economics papers : GEP 4 International Econometric Review (IER) 4 MPRA Paper 4 Metrika 4 Psychometrika 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 Working Papers / Department of Economics, School of Business 4 Discussion paper 3 International Journal of Biostatistics 3 Journal of Classification 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Monash Econometrics and Business Statistics Working Papers 3 NBER working paper series 3 Quality & Quantity: International Journal of Methodology 3 SFB 373 Discussion Paper 3 SFB 373 Discussion Papers 3 Statistical Papers / Springer 3
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Source
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ECONIS (ZBW) 334 RePEc 200 EconStor 45 Other ZBW resources 8 BASE 5 USB Cologne (business full texts) 1
Showing 281 - 290 of 593
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Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard T.; Kapetanios, George; Papailias, Fotis - In: Journal of Empirical Finance 29 (2014) C, pp. 129-143
of cross-validation methods based on out of sample forecasting properties are proposed. These procedures are used for the …
Persistent link: https://www.econbiz.de/10011116278
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Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation
Zougab, Nabil; Adjabi, Smail; Kokonendji, Célestin C. - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 28-38
classical methods of bandwidth selection, such as plug-in and cross-validation methods, Bayesian approaches have also been …
Persistent link: https://www.econbiz.de/10010871494
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Smoothing noisy data for irregular regions using penalized bivariate splines on triangulations
Zhou, Lan; Pan, Huijun - In: Computational Statistics 29 (2014) 1, pp. 263-281
employed to regularize the spline fit and generalized cross-validation is used to select the penalty parameters. A simulation …
Persistent link: https://www.econbiz.de/10010847576
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Ridge regression and its degrees of freedom
Dijkstra, Theo - In: Quality & Quantity: International Journal of Methodology 48 (2014) 6, pp. 3185-3193
cross validation criterion or Mallows <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\hbox {C …
Persistent link: https://www.econbiz.de/10010993075
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An unbiased model comparison test using cross-validation
Desmarais, Bruce; Harden, Jeffrey - In: Quality & Quantity: International Journal of Methodology 48 (2014) 4, pp. 2155-2173
Social scientists often consider multiple empirical models of the same process. When these models are parametric and non-nested, the null hypothesis that two models fit the data equally well is commonly tested using methods introduced by Vuong (Econometrica 57(2):307–333, <CitationRef CitationID="CR30">1989</CitationRef>) and Clarke (Am...</citationref>
Persistent link: https://www.econbiz.de/10010993080
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The effect of the prior distribution in the Bayesian Adjustment for Confounding algorithm
Lefebvre, Geneviève; Atherton, Juli; Talbot, Denis - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 227-240
of two cross-validation procedures for selecting an ω value that minimizes the mean square error of the BAC exposure …
Persistent link: https://www.econbiz.de/10011056562
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On the usefulness of cross-validation for directional forecast evaluation
Bergmeir, Christoph; Costantini, Mauro; Benítez, José M. - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 132-143
The usefulness of a predictor evaluation framework which combines a blocked cross-validation scheme with directional … accuracy measures is investigated. The advantage of using a blocked cross-validation scheme with respect to the standard out …-of-sample procedure is that cross-validation yields more precise error estimates of the prediction error since it makes full use of the …
Persistent link: https://www.econbiz.de/10011056571
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Evaluating the public perception of a feebate policy in California through the estimation and cross-validation of an ordinal regression model
Martin, Elliot; Shaheen, Susan; Lipman, Timothy; Camel, … - In: Transport Policy 33 (2014) C, pp. 144-153
Understanding the key factors influencing policy perception can be critical for informing the design of public policies. Feebates is a unique public policy that is meant to influence vehicle purchases. It presents buyers with a rebate for purchasing low-emission vehicles and a fee for purchasing...
Persistent link: https://www.econbiz.de/10011056795
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Bayesian model comparison: Log scores and DIC
Krnjajić, Milovan; Draper, David - In: Statistics & Probability Letters 88 (2014) C, pp. 9-14
We investigate Bayesian approaches to answering the frequently-arising model-specification question (Q:) Is model Mj better than Mj′? We contrast two Bayesian model-comparison methods–log scores and DIC–on their ability to correctly discriminate between fixed-effects Poisson (FEP) and...
Persistent link: https://www.econbiz.de/10011039774
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Uncertainty estimation improves energy measurement and verification procedures
Walter, Travis; Price, Phillip N.; Sohn, Michael D. - In: Applied Energy 130 (2014) C, pp. 230-236
energy savings. We also show that cross-validation is an effective method for computing uncertainty. In so doing, we extend a …
Persistent link: https://www.econbiz.de/10011040614
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