Search Results - subject:"Cross‐validation"

Jackknife estimation of stationary autoregressive models

Chambers, Marcus J. - 2012

Persistent link: https://www.econbiz.de/10009508041

Refinement of the technology readiness index scale : A replication and cross‐validation in the self‐service technology context

Lin, Jiun‐Sheng Chris; Hsieh, Pei‐Ling - In: Journal of Service Management 23 (2012) 1, pp. 34-53

customers' TR when implementing self‐service technologies. Originality/value – Replication and cross‐validation of new concepts …

Persistent link: https://www.econbiz.de/10014894414

Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version

Cheng, Xu; Hansen, Bruce E. - Department of Economics, University of Pennsylvania - 2012

and T. Simulations show that the Mallows model averaging and leave-h-out cross-validation averaging methods yield lower … across models using weights that minimize the Mallows and the leave-h-out cross validation criteria. The unobserved factor … regressors, we show that the Mallows and leave-h-out cross validation criteria are asymptotically unbiased estimators of the one …

Persistent link: https://www.econbiz.de/10010822931

Estimation and model selection in a class of semiparametric models for cluster data

Sun, Yan; Li, Jialiang; Zhang, Wenyang - In: Annals of the Institute of Statistical Mathematics 64 (2012) 4, pp. 835-856

Persistent link: https://www.econbiz.de/10010848627

Resampling-based information criteria for best-subset regression

Reiss, Philip; Huang, Lei; Cavanaugh, Joseph; Roy, Amy - In: Annals of the Institute of Statistical Mathematics 64 (2012) 6, pp. 1161-1186

selection. We then propose a more novel approach based on cross-validation. Simulations and analyses of a functional …

Persistent link: https://www.econbiz.de/10010848649

On robust classification using projection depth

Dutta, Subhajit; Ghosh, Anil - In: Annals of the Institute of Statistical Mathematics 64 (2012) 3, pp. 657-676

Persistent link: https://www.econbiz.de/10010848674

Imputing censored data with desirable spatial covariance function properties using simulated annealing

Sedda, L.; Atkinson, P.; Barca, E.; Passarella, G. - In: Journal of Geographical Systems 14 (2012) 3, pp. 265-282

Persistent link: https://www.econbiz.de/10010867934

Bandwidth choice for robust nonparametric scale function estimation

Boente, Graciela; Ruiz, Marcelo; Zamar, Ruben H. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1594-1608

consider two different robust cross-validation strategies combined with two ways for measuring the cross-validation prediction …

Persistent link: https://www.econbiz.de/10011056610

Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach

Cheng, Xu; Hansen, Bruce E. - Department of Economics, University of Pennsylvania - 2012

relation between N and T. Simulations show that the Mallows model averaging and leave-h-out cross-validation averaging methods … using weights that minimize the Mallows and the leave-h-out cross validation criteria. The unobserved factor regressors are … that the Mallows and leave-h-out cross validation criteria are approximately unbiased estimators of the one-step-ahead and …

Persistent link: https://www.econbiz.de/10010593661

Nonparametric prediction of stock returns guided by prior knowledge

Scholz, Michael; Nielsen, Jens Perch; Sperlich, Stefan - Institut für Volkswirtschaftslehre, Social- und … - 2012

One of the most studied questions in economics and finance is whether equity returns or premiums can be predicted by empirical models. While many authors favor the historical mean or other simple parametric methods, this article focuses on nonlinear relationships. A straightforward...

Persistent link: https://www.econbiz.de/10010548008