Search Results - subject:"Cross‐validation"

Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches

Proietti, Tommaso - In: Statistics & Probability Letters 78 (2008) 3, pp. 257-264

This note shows the equivalence of the dummy variable approach and the skipping approach for the treatment of missing observations in state space models. The equivalence holds when the coefficient of the dummy variable is considered as a diffuse rather than a fixed effect. The equivalence...

Persistent link: https://www.econbiz.de/10005223490

Calculating Confidence Intervals for Prediction Error in Microarray Classification Using Resampling

Jiang, Wenyu; Varma, Sudhir; Simon, Richard - In: Statistical Applications in Genetics and Molecular Biology 7 (2008) 1, pp. 8-8

Cross-validation based point estimates of prediction accuracy are frequently reported in microarray class prediction … methods and compared their performance in terms of empirical coverage and width. We developed a bootstrap case cross-validation … widely used approach of basing confidence intervals on an independent binomial assumption of the leave-one-out cross-validation …

Persistent link: https://www.econbiz.de/10005246518

Market Share Constraints and the Loss Function in Choice-Based Conjoint Analysis

Gilbride, Timothy J.; Lenk, Peter J.; Brazell, Jeff D. - In: Marketing Science 27 (2008) 6, pp. 995-1011

Choice-based conjoint analysis is a popular marketing research technique to learn about consumers' preferences and to make market share forecasts under various scenarios for product offerings. Managers expect these forecasts to be “realistic” in terms of being able to replicate market shares...

Persistent link: https://www.econbiz.de/10008787834

Variance Estimates and Model Selection

Baþçý, Sýdýka; Zaman, Asad - İktisat Bölümü, Bilkent Üniversitesi - 1998

Persistent link: https://www.econbiz.de/10005344684

Composite support vector quantile regression estimation

Shim, Jooyong; Hwang, Changha; Seok, Kyungha - In: Computational Statistics 29 (2014) 6, pp. 1651-1665

enables us to derive a generalized cross validation (GCV) function that is easier and faster than the conventional cross … validation function. The GCV function facilitates choosing the hyperparameters that affect the performance of the CSVQR and …

Persistent link: https://www.econbiz.de/10011151858

Estimator selection and combination in scalar-on-function regression

Goldsmith, Jeff; Scheipl, Fabian - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 362-372

others can vary dramatically across datasets, but that the proposed cross-validation procedure is consistently among the top …

Persistent link: https://www.econbiz.de/10010719696

Randomisation, causality and the role of reasoned intuition

Basu, Kaushik - In: Oxford development studies 42 (2014) 4, pp. 455-472

Persistent link: https://www.econbiz.de/10011299902

Semiparametric multivariate density estimation for positive data using copulas

BOUEZMARNI, Taoufik; ROMBOUTS, Jeroen V.K. - Center for Operations Research and Econometrics (CORE), … - 2007

the finite sample performance of the estimator. We find that univariate least squares cross validation, to choose the …

Persistent link: https://www.econbiz.de/10005043675

Semiparametric Multivariate Density Estimation for Positive Data Using Copulas

Bouezmarni, Taoufik; Rombouts, Jeroen V.K. - Centre Interuniversitaire sur le Risque, les Politiques … - 2007

the finite sample performance of the estimator. We find that univariate least squares cross validation, to choose the …

Persistent link: https://www.econbiz.de/10005015255

Nonparametric density estimation for multivariate bounded data

BOUEZMARNI, Taoufik; ROMBOUTS, Jeroen V.K. - Center for Operations Research and Econometrics (CORE), … - 2007

consistency and asymptoticnormality. We establish consistency of the least squares cross-validation method to select optimal …

Persistent link: https://www.econbiz.de/10005065413