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  • Search: subject:"Training sample"
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Year of publication
Subject
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Training sample 7 Bayes factor 6 Bayesian model averaging 5 Inflation rate 4 Partial Bayes factor 4 Predictive likelihood 4 Bayes-Statistik 3 Bayesian inference 3 Clique 3 Conjugate family 3 Contingency table 3 Decomposable model 3 Imaginary data 3 Importance sampling 3 Robustness 3 intrinsic prior 3 model choice 3 moment prior 3 non-local prior 3 training sample size 3 Accounting data 2 Credit risk prediction 2 Default classification 2 Estimation 2 Estimation of probabilities of default 2 Estimation theory 2 Forecasting model 2 Prognoseverfahren 2 Sampling 2 Schätzung 2 Statistical theory 2 Statistische Methodenlehre 2 Stichprobenerhebung 2 Support vector machines 2 Theorie 2 Theory 2 Training sample size 2 1983-2003 1 Bayes factor Training sample 1 Bayesian statistical decision theory 1
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Online availability
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Free 10 Undetermined 4
Type of publication
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Book / Working Paper 11 Article 4
Type of publication (narrower categories)
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Working Paper 4 Graue Literatur 3 Non-commercial literature 3 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Thesis 1
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Language
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English 10 Undetermined 5
Author
All
Consonni, Guido 5 Eklund, Jana 5 Karlsson, Sune 5 Forster, Jonathan J. 3 La Rocca, Luca 3 Leker, Jens 2 Lupparelli, Monia 2 Trustorff, Jan-Henning 2 Berger, James O. 1 Consonni Author_Email: guido.consonni@unipv.it, Guido Consonni 1 Ghosh, Jayanta K. 1 Konrad, Paul 1 Konrad, Paul Markus 1 Kroon, Rodney Stephen 1 Lupparelli Author_Email:mlupparelli@eco.unipv.it, Monia Lupparelli 1 Mukhopadhyay, Nitai 1 Steel, S. J. 1
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Institution
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Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 2 C.E.P.R. Discussion Papers 1 Sveriges Riksbank 1 University of Stellenbosch. Faculty of Economic and Management Sciences. Dept. of Statistics and Actuarial Science. 1
Published in...
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Quaderni di Dipartimento 4 Quaderni del Dipartimento 2 CEPR Discussion Papers 1 Econometric Reviews 1 Review of Quantitative Finance and Accounting 1 Review of quantitative finance and accounting 1 Statistics & Probability Letters 1 Sveriges Riksbank Working Paper Series 1 Sveriges Riksbank working paper series 1 Working Paper Series / Sveriges Riksbank 1
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Source
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RePEc 7 ECONIS (ZBW) 4 EconStor 3 BASE 1
Showing 1 - 10 of 15
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Credit risk prediction using support vector machines
Trustorff, Jan-Henning; Konrad, Paul Markus; Leker, Jens - In: Review of quantitative finance and accounting 36 (2011) 4, pp. 565-581
Persistent link: https://www.econbiz.de/10009272384
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Enhanced Objective Bayesian Testing for the Equality of two Proportions
Consonni, Guido; Forster, Jonathan J.; La Rocca, Luca - 2010
smaller model; we provide general guidelines for determining the training sample size necessary to implement this step. Thus …
Persistent link: https://www.econbiz.de/10010343874
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Cover Image
Enhanced Objective Bayesian Testing for the Equality of two Proportions
Consonni, Guido; Forster, Jonathan J.; La Rocca, Luca - 2010
smaller model; we provide general guidelines for determining the training sample size necessary to implement this step. Thus …
Persistent link: https://www.econbiz.de/10010335237
Saved in:
Cover Image
Enhanced Objective Bayesian Testing for the Equality of two Proportions
Consonni, Guido; Forster, Jonathan J.; La Rocca, Luca - Dipartimento di Scienze Economiche e Aziendali, … - 2010
smaller model; we provide general guidelines for determining the training sample size necessary to implement this step. Thus …
Persistent link: https://www.econbiz.de/10009651012
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Bayesian model comparison based on expected posterior priors for discrete decomposable graphical models
Consonni, Guido; Lupparelli, Monia - 2009
The implementation of the Bayesian paradigm to model comparison can be problematic. In particular, prior distributions on the parameter space of each candidate model require special care. While it is well known that improper priors cannot be used routinely for Bayesian model comparison, we claim...
Persistent link: https://www.econbiz.de/10010343918
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Cover Image
Bayesian model comparison based on expected posterior priors for discrete decomposable graphical models
Consonni, Guido; Lupparelli, Monia - 2009
The implementation of the Bayesian paradigm to model comparison can be problematic. In particular, prior distributions on the parameter space of each candidate model require special care. While it is well known that improper priors cannot be used routinely for Bayesian model comparison, we claim...
Persistent link: https://www.econbiz.de/10010335266
Saved in:
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Bayesian model comparison based on expected posterior priors for discrete decomposable graphical models
Consonni Author_Email: guido.consonni@unipv.it, Guido … - Dipartimento di Scienze Economiche e Aziendali, … - 2009
The implementation of the Bayesian paradigm to model comparison can be problematic. In particular, prior distributions on the parameter space of each candidate model require special care. While it is well known that improper priors cannot be used routinely for Bayesian model comparison, we claim...
Persistent link: https://www.econbiz.de/10009651800
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A framework for estimating risk
Kroon, Rodney Stephen - 2008
numbers is also presented.The second type of training sample interval estimator discussed in the thesisis Rademacher bounds … realm of training sample intervalestimators, particularly covering number-based and PAC-Bayesianinterval estimators. The … thesis discusses a number of approaches to obtainingsuch estimators. The rst type of training sample interval estimatorto …
Persistent link: https://www.econbiz.de/10009442231
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Forecast Combination and Model Averaging using Predictive Measures
Eklund, Jana; Karlsson, Sune - Sveriges Riksbank - 2005
We extend the standard approach to Bayesian forecast combination by forming the weights for the model averaged forecast from the predictive likelihood rather than the standard marginal likelihood. The use of predictive measures of fit offers greater protection against in-sample overfitting and...
Persistent link: https://www.econbiz.de/10005649107
Saved in:
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Forecast combination and model averaging using predictive measures
Eklund, Jana; Karlsson, Sune - 2005
We extend the standard approach to Bayesian forecast combination by forming the weights for the model averaged forecast from the predictive likelihood rather than the standard marginal likelihood. The use of predictive measures of fit offers greater protection against in-sample overfitting and...
Persistent link: https://www.econbiz.de/10011584029
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