Search Results - subject:"Mean squared error"

SMALL AREA ESTIMATION IN THE GERMAN CENSUS 2011

Münnich, Ralf; Burgard, Jan Pablo; Gabler, Siegfried; … - In: Statistics in Transition New Series 17 (2016) 1, pp. 25-40

Persistent link: https://www.econbiz.de/10012141606

A NEW MEDIAN BASED RATIO ESTIMATOR FOR ESTIMATION OF THE FINITE POPULATION MEAN

Subramani, J. - In: Statistics in Transition New Series 17 (2016) 4, pp. 591-604

Persistent link: https://www.econbiz.de/10012141640

A NEW FAMILY OF ESTIMATORS OF THE POPULATION VARIANCE USING INFORMATION ON POPULATION VARIANCE OF AUXILIARY VARIABLE IN SAMPLE SURVEYS

Singh, Housila P.; Pal, Surya K. - In: Statistics in Transition New Series 17 (2016) 4, pp. 605-630

Persistent link: https://www.econbiz.de/10012141641

Robust small area estimation under spatial non-stationarity

Baldermann, Claudia; Salvati, Nicola; Schmid, Timo - 2016

spatial non-stationarity. Mean squared error estimation is performed by two different analytic approaches that account for the …

Persistent link: https://www.econbiz.de/10011455039

Estimation of conditional mean squared error of prediction for claims reserving

Lindholm, Mathias; Lindskog, Filip; Wahl, Felix - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 1, pp. 93-128

Persistent link: https://www.econbiz.de/10012194075

On the Ambiguous Consequences of Omitting Variables

De Luca, Giuseppe; Magnus, Jan; Peracchi, Franco - 2015

and mean squared error comparisons and study the dependence of the differences on the misspecification parameter. …

Persistent link: https://www.econbiz.de/10011288416

Grouped Model Averaging for Finite Sample Size

Ullah, Aman; Zhang, Xinyu - Department of Economics, University of California-Riverside - 2015

This paper studies grouped model averaging methods for finite sample size situation. Sufficient conditions under which the grouped model averaging estimator dominates the ordinary least squares estimator are provided. A class of grouped model averaging estimators, g-class, is introduced, and its...

Persistent link: https://www.econbiz.de/10011160789

On the ambiguous consequences of omitting variables

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2015

and mean squared error comparisons and study the dependence of the differences on the misspecification parameter. …

Persistent link: https://www.econbiz.de/10010532602

A correcting note on forecasting conditional variance using ARIMA vs. GARCH model

Azimi, Mohammad Naim; Shahidzada, Seyed Farhad - In: International journal of economics and finance 11 (2019) 5, pp. 145-152

Persistent link: https://www.econbiz.de/10012012282

Optimum thresholding using mean and conditional mean squared error

Figueroa-López, José E.; Mancini, Cecilia - In: Journal of econometrics 208 (2019) 1, pp. 179-210

Persistent link: https://www.econbiz.de/10012139829