Search Results - subject:"error estimation"

MDR method for nonbinary response variable

Bulinski, Alexander; Rakitko, Alexander - In: Journal of Multivariate Analysis 135 (2015) C, pp. 25-42

For nonbinary response variable depending on a finite collection of factors with values in a finite subset of R the problem of the optimal forecast is considered. The quality of prediction is described by the error function involving a penalty function. The criterion of almost sure convergence...

Persistent link: https://www.econbiz.de/10011189573

Certified PDE-constrained parameter optimization using reduced basis surrogate models for evolution problems

Dihlmann, Markus; Haasdonk, Bernard - In: Computational Optimization and Applications 60 (2015) 3, pp. 753-787

<Para ID="Par1">We consider parameter optimization problems which are subject to constraints given by parametrized partial differential equations. Discretizing this problem may lead to a large-scale optimization problem which can hardly be solved rapidly. In order to accelerate the process of parameter...</para>

Persistent link: https://www.econbiz.de/10011241261

Tuning support vector machines for minimax and Neyman-Pearson classification

Scott, Clayton D.; Baraniuk, Richard G.; Davenport, Mark A. - 2008

, however, because these criteria require especially accurate error estimation, standard techniques for tuning SVM parameters … of the 2nu-SVM parameter space to develop a simple yet powerful approach to error estimation based on smoothing. In an …

Persistent link: https://www.econbiz.de/10009441975

Sampling Weight Calibration with Estimated Control Totals

Dever, Jill A - 2008

Sample weight calibration, also referred to as calibration estimation, is a widely applied technique in the analysis of survey data. This method borrows strength from a set of auxiliary variables and can produce weighted estimates with smaller mean square errors than those estimators that do not...

Persistent link: https://www.econbiz.de/10009450742

Estimating the accuracies of journal impact factor through bootstrap

Chen, Kuan-Ming; Jen, Tsung-Hau; Wu, Margaret - In: Journal of Informetrics 8 (2014) 1, pp. 181-196

The journal impact factor (JIF) reported in journal citation reports has been used to represent the influence and prestige of a journal. Whereas the consideration of the stochastic nature of a statistic is a prerequisite for statistical inference, the estimation of JIF uncertainty is necessary...

Persistent link: https://www.econbiz.de/10010795183

Empirical likelihood for least absolute relative error regression

Li, Zhouping; Lin, Yuanyuan; Zhou, Guoliang; Zhou, Wang - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 1, pp. 86-99

Multiplicative regression models are useful for analyzing data with positive responses, such as wages, stock prices and lifetimes, that are particularly common in economic, financial, epidemiological and social studies. Recently, the least absolute relative error (LARE) estimation was proposed...

Persistent link: https://www.econbiz.de/10010994327

Mapping average equivalized income using robust small area methods

Fabrizi, Enrico; Giusti, Caterina; Salvati, Nicola; … - In: Papers in regional science : the journal of the … 93 (2014) 3, pp. 685-701

Persistent link: https://www.econbiz.de/10010479074

Modeling dependencies in claims reserving with GEE

Hudecová, Šárka; Pešta, Michal - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 786-794

A common approach to the claims reserving problem is based on generalized linear models (GLM), where the claims in different origin and development years are assumed to be independent variables. If this is violated, the classical techniques may provide incorrect predictions of the claims...

Persistent link: https://www.econbiz.de/10011046616

Error estimation properties of Gaussian process models in stochastic simulations

Hernandez, Andres F.; Grover, Martha A. - In: European Journal of Operational Research 228 (2013) 1, pp. 131-140

experimental designs, as a function of location in the input space. The results show that the error estimation properties of a …, with application to design of computer experiments and metamodeling optimization. This article analyzes the error … estimation of Gaussian process models when the simulated data observations contain measurement noise. In particular, this work …

Persistent link: https://www.econbiz.de/10010662528

Modeling dependencies in claims reserving with GEE

Hudecová, Šárka; Pešta, Michal - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 786-794

Persistent link: https://www.econbiz.de/10010227828