Search Results - subject:"Cross‐validation"

SEMIPARAMETRIC STOCHASTIC FRONTIER ANALYSIS OF SPECIALIST SURGEON CLINICS

Koch, Steven F.; Slabbert, Jean D. - Department of Economics, Faculty of Economic and … - 2010

A purposive sample of South African specialist surgeons was used to nonparametrically estimate production relations for single ouptut and multiple output production processes. The analysis was further extended to incorporate parametric assumptions associated with stochastic frontier analysis to...

Persistent link: https://www.econbiz.de/10008645062

A state space model for Berlin house prices

Schulz, Rainer; Werwatz, Axel - 2001

How risky are investments in residential real estate? To answer this question, information is needed about the behavior of house prices. The hedonic methodology has become a standard approach for modelling the prices of heterogeneous assets. Although intuitively appealing, it is often criticized...

Persistent link: https://www.econbiz.de/10010310353

A state space model for Berlin house prices

Schulz, Rainer; Werwatz, Axel - Sonderforschungsbereich 373, Quantifikation und … - 2001

Persistent link: https://www.econbiz.de/10010956415

Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality

Andrews, Donald W.K.; Whang, Yoon-Jae - Cowles Foundation for Research in Economics, Yale University - 1989

This paper considers series estimators of additive interactive regression (AIR) models. AIR models are nonparametric regression models that generalize additive regression models by allowing interactions between different regressor variables. They place more restrictions on the regression...

Persistent link: https://www.econbiz.de/10005634728

Functional Coeï¬ƒcient Estimation with Both Categorical and Continuous Data

Chen, Ye; Su, Liangjun; Ullah, Aman - Department of Economics, University of California-Riverside - 2009

We propose a local linear functional coeï¬ƒcient estimator that admits a mix of discrete and contin- uous data for stationary time series. Under weak conditions our estimator is asymptotically normally distributed. A small set of simulation studies is carried out to illustrate the ï¬nite...

Persistent link: https://www.econbiz.de/10004966355

Hypothesis testing in econometrics

Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - 2009

Persistent link: https://www.econbiz.de/10003942223

Learning and filtering via simulation : smoothly jittered particle filters

Flury, Thomas; Shephard, Neil G. - 2009

Persistent link: https://www.econbiz.de/10003942746

Deletion/Substitution/Addition Algorithm in Learning with Applications in Genomics

Sinisi, Sandra; Laan, Mark van der - In: Statistical Applications in Genetics and Molecular Biology 3 (2009) 1, pp. 18-18

van der Laan and Dudoit (2003) provide a road map for estimation and performance assessment where a parameter of interest is defined as the risk minimizer for a suitable loss function and candidate estimators are generated using a loss function. After briefly reviewing this approach, this...

Persistent link: https://www.econbiz.de/10005046582

Cross-Validated Bagged Prediction of Survival

Sinisi, Sandra; Neugebauer, Romain; Laan, Mark van der - In: Statistical Applications in Genetics and Molecular Biology 5 (2009) 1, pp. 12-12

In this article, we show how to apply our previously proposed Deletion/Substitution/Addition algorithm in the context of right-censoring for the prediction of survival. Furthermore, we introduce how to incorporate bagging into the algorithm to obtain a cross-validated bagged estimator. The...

Persistent link: https://www.econbiz.de/10005046589

Asymptotic Optimality of Likelihood-Based Cross-Validation

Laan, Mark van der; Dudoit, Sandrine; Keles, Sunduz - In: Statistical Applications in Genetics and Molecular Biology 3 (2009) 1, pp. 4-4

Likelihood-based cross-validation is a statistical tool for selecting a density estimate based on n i.i.d. observations … estimator. In this article, we establish a finite sample result for a general class of likelihood-based cross-validation … procedures (as indexed by the type of sample splitting used, e.g. V-fold cross-validation). This result implies that the cross-validation …

Persistent link: https://www.econbiz.de/10005046590