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  • Search: subject:"Mean squared error"
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Year of publication
Subject
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mean squared error 84 Mean squared error 61 Schätztheorie 46 Estimation theory 45 Bias 26 bias 26 Prognoseverfahren 17 Forecasting model 16 Zeitreihenanalyse 11 Mean Squared Error 10 Theorie 10 Time series analysis 10 mean-squared error 10 Regression analysis 9 Regressionsanalyse 9 Systematischer Fehler 9 Theory 8 Bootstrap 7 Sampling 7 Stichprobenerhebung 7 bootstrap 7 Nonparametric regression 6 Small area estimation 6 bias correction 6 Bias correction 5 Bootstrap approach 5 Bootstrap-Verfahren 5 Statistical distribution 5 Statistical error 5 Statistische Verteilung 5 Statistischer Fehler 5 Study variable 5 maximum likelihood 5 tail index 5 ARMA model 4 ARMA-Modell 4 Aggregation 4 Fay–Herriot model 4 Forecasting 4 Liu estimator 4
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Online availability
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Undetermined 111 Free 103 CC license 8
Type of publication
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Article 148 Book / Working Paper 82
Type of publication (narrower categories)
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Article in journal 38 Aufsatz in Zeitschrift 38 Working Paper 33 Graue Literatur 20 Non-commercial literature 20 Arbeitspapier 19 Article 8 research-article 2 Hochschulschrift 1
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Language
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Undetermined 123 English 107
Author
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Peng, L. 8 Danielsson, J. 6 Giles, David E. 6 Singh, Housila 5 Singh, Housila P. 5 Chen, Qian 4 Hitczenko, Marcin 4 Schmid, Timo 4 Singh, Sarjinder 4 Tailor, Rajesh 4 Yadav, Rohini 4 Yang, Hu 4 BRATU, Mihaela 3 Biedermann, Stefanie 3 Dette, Holger 3 Distaso, Walter 3 Krivobokova, Tatyana 3 Kubokawa, Tatsuya 3 Luetkepohl, Helmut 3 Lütkepohl, Helmut 3 Peng, Peng, L. 3 Riegel, Ulrich 3 Shukla, Diwakar 3 Ullah, Aman 3 Vries, C.G. de 3 Wenzel, Thomas 3 Xu, Fang 3 Zhang, Xinyu 3 Žikeš, Filip 3 Abadir, Karim M. 2 Baldermann, Claudia 2 Behr, Patrick 2 Brüggemann, Ralf 2 Chang, Y. C. 2 Chatterjee, S. 2 Chiang, Chin-Tsang 2 Chipoyera, Honest 2 De Luca, Giuseppe 2 Donohue, Joan M. 2 Geluk, J.L. 2
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Institution
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Department of Economics, University of Victoria 8 Erasmus University Rotterdam, Econometric Institute 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 University of Bonn, Germany 3 Cowles Foundation for Research in Economics, Yale University 2 Department of Econometrics and Business Statistics, Monash Business School 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 Institute of Economic Policy Research (IEPR), University of Southern California 2 CESifo 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Courant Research Centre PEG 1 Department of Agricultural and Resource Economics, University of California-Davis 1 Department of Economics and Related Studies, University of York 1 Department of Economics, Concordia University 1 Department of Economics, European University Institute 1 Department of Economics, Royal Holloway University of London 1 Department of Economics, University of California-Riverside 1 Economics Department, Queen's University 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Faculty of Economics, Kobe University 1 Federal Reserve Bank of Boston 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 London School of Economics (LSE) 1 Rimini Centre for Economic Analysis (RCEA) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Statistical Papers / Springer 20 Annals of the Institute of Statistical Mathematics 15 Econometrics Working Papers 8 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 8 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 8 Statistics & Probability Letters 6 Computational Statistics & Data Analysis 5 Journal of Multivariate Analysis 5 Astin bulletin : the journal of the International Actuarial Association 4 Journal of Applied Statistics 4 Metrika 4 Psychometrika 4 Statistics in Transition New Series 4 Discussion Paper Serie A 3 Discussion paper / Tinbergen Institute 3 Econometric Institute Report 3 Econometric Institute Research Papers 3 Economics letters 3 International journal of forecasting 3 Statistica 3 cemmap working paper 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Computational Statistics 2 Cowles Foundation Discussion Papers 2 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 2 IEPR Working Papers 2 International journal of economics and finance 2 Journal of econometrics 2 Management Science 2 Monash Econometrics and Business Statistics Working Papers 2 Statistical Applications in Genetics and Molecular Biology 2 Statistical Inference for Stochastic Processes 2 Statistical Methods & Applications 2 Statistics in Transition new series (SiTns) 2 Technical Report 2 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2 Tinbergen Institute Discussion Paper 2 Tinbergen Institute Discussion Papers 2 Working Paper 2
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Source
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RePEc 146 ECONIS (ZBW) 59 EconStor 22 Other ZBW resources 2 BASE 1
Showing 51 - 60 of 230
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Optimal bandwidth selection for robust generalized method of moments estimation
Wilhelm, Daniel - 2014
mean-squared error of the nonparametric plugin estimator, but the constants of proportionality are significantly different … reduce the estimator's mean-squared error relative to existing bandwidth choices, especially when the number of moment …
Persistent link: https://www.econbiz.de/10010368186
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Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes
Nadarajah, K.; Martin, Gael M.; Poskitt, D.S. - Department of Econometrics and Business Statistics, … - 2014
also demonstrate that the two time-domain estimators have the smallest bias and mean squared error as estimators of the …
Persistent link: https://www.econbiz.de/10010958942
Saved in:
Cover Image
Optimal bandwidth selection for robust generalized method of moments estimation
Wilhelm, Daniel - 2014
mean-squared error of the nonparametric plugin estimator, but the constants of proportionality are significantly different … reduce the estimator's mean-squared error relative to existing bandwidth choices, especially when the number of moment …
Persistent link: https://www.econbiz.de/10010336485
Saved in:
Cover Image
Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.; Martin, Gael M.; Poskitt, Donald Stephen - 2014
Persistent link: https://www.econbiz.de/10011780803
Saved in:
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Optimal recall period length in consumer payment surveys
Hitczenko, Marcin - 2013
Surveys in many academic fields ask respondents to recall the number of events that occurred over a specific period of time with the goal of learning about the mean frequency of these events among the population. Research has shown that the choice of the recall period, particularly the length,...
Persistent link: https://www.econbiz.de/10010478900
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Optimal recall period length in consumer payment surveys
Hitczenko, Marcin - Federal Reserve Bank of Boston - 2013
Surveys in many academic fields ask respondents to recall the number of events that occurred over a specific period of time with the goal of learning about the mean frequency of these events among the population. Research has shown that the choice of the recall period, particularly the length,...
Persistent link: https://www.econbiz.de/10010744720
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Chain-ladder method and midyear loss reserving
Dahms, René - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 3-24
Persistent link: https://www.econbiz.de/10011875572
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A generalized loss ratio method dealing with uncertain volume measures
Riegel, Ulrich - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 699-747
Persistent link: https://www.econbiz.de/10011875683
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Some theoretical results on forecast combinations
Chan, Felix; Pauwels, Laurent L. - In: International journal of forecasting 34 (2018) 1, pp. 64-74
Persistent link: https://www.econbiz.de/10012030841
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A class of model averaging estimators
Zhao, Shangwei; Ullah, Aman; Zhang, Xinyu - In: Economics letters 162 (2018), pp. 101-106
Persistent link: https://www.econbiz.de/10011939785
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