Search Results - subject:"Regularisation"

Did you mean: subject:"regularization" (231 results)

Comparing multivariate distributions : a novel approach using optimal transport-based plots

Singha, Sibsankar; Kratz, Marie; Vadlamani, Sreekar - 2024

Persistent link: https://www.econbiz.de/10014545370

Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies

Wang, Ruting; Potì, Valerio; Härdle, Wolfgang - In: Quantitative finance 24 (2024) 7, pp. 975-992

Persistent link: https://www.econbiz.de/10015050808

Age-dependent multi-cohort affine mortality model with cohort correlation

Zhou, Yuxin; Garces, Len Patrick; Shen, Yang; Sherris, … - 2023

Persistent link: https://www.econbiz.de/10014458816

Panel data models with time-varying latent group structures

Wang, Yiren; Phillips, Peter C. B.; Su, Liangjun - 2023

Persistent link: https://www.econbiz.de/10014317580

Estimation of group structures in panel models with individual fixed effects

Mammen, Enno; Wilke, Ralf A.; Zapp, Kristina Maria - 2022

The fixed effects (FE) panel model is one of the main econometric tools in empirical economic research. A major practical limitation is that the parameters on time-constant covariates are not identifiable. This paper presents a new approach to grouping FE in the linear panel model to reduce...

Persistent link: https://www.econbiz.de/10013284382

Estimation of group structures in panel models with individual fixed effects

Mammen, Enno; Wilke, Ralf A.; Zapp, Kristina Maria - 2022

Persistent link: https://www.econbiz.de/10013276027

Debiasing or regularisation? : two interpretations of the concept of "true preference" in behavioural economics

Sugden, Robert - In: Theory and decision : an international journal for … 92 (2022) 3/4, pp. 765-784

Persistent link: https://www.econbiz.de/10013192533

Introducing LASSO-type penalisation to generalised joint regression modelling for count data

van der Wurp, Hendrik; Groll, Andreas - In: AStA Advances in Statistical Analysis 107 (2021) 1-2, pp. 127-151

In this work, we propose an extension of the versatile joint regression framework for bivariate count responses of the R package GJRM by Marra and Radice (R package version 0.2-3, 2020) by incorporating an (adaptive) LASSO-type penalty. The underlying estimation algorithm is based on a quadratic...

Persistent link: https://www.econbiz.de/10014497493

A group regularisation approach for constructing generalised age-period-cohort mortality projection models

SriDaran, Dilan; Sherris, Michael; Villegas, Andrés M.; … - 2021

Persistent link: https://www.econbiz.de/10012616126

Bias-corrected confidence intervals in a class of linear inverse problems

Florens, Jean-Pierre; Horowitz, Joel; van Keilegom, Ingrid - 2016

, point estimators are obtained via a spectral cut-off method depending on a regularisation parameter », that determines the … second regularisation parameter p, which is asymptotically smaller than ». The coverage error of the interval is shown to …

Persistent link: https://www.econbiz.de/10011594329