EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Mean average squared error"
Narrow search

Narrow search

Year of publication
Subject
All
Additive interactive regression model 1 Autoregressive process 1 Bandwidth selection 1 Mean average squared error 1 Mean squared error 1 cross-validation 1 curse of dimensionality 1 generalized cross-validation 1 mean average squared error 1 nonparametric estimation 1 nonparametric regression 1 series estimator 1 spectrum 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 2
Language
All
English 1 Undetermined 1
Author
All
Andrews, Donald W.K. 1 Hart, Jeffrey 1 Whang, Yoon-Jae 1
Institution
All
Cowles Foundation for Research in Economics, Yale University 1 University of Bonn, Germany 1
Published in...
All
Cowles Foundation Discussion Papers 1 Discussion Paper Serie A 1
Source
All
RePEc 2
Showing 1 - 2 of 2
Cover Image
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
models. In this paper, we present a finite sample bound and asymptotic rate of convergence results for the mean average … squared error of series estimators that show the AIR models do circumvent the curse of dimensionality. The rate of convergency …
Persistent link: https://www.econbiz.de/10005634728
Saved in:
Cover Image
Kernel regression estimation with time series error
Hart, Jeffrey - University of Bonn, Germany - 1988
Persistent link: https://www.econbiz.de/10005028260
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...