Search Results - subject:"error estimation"

Construction and implementation of highly stable two-step continuous methods for stiff differential systems

D’Ambrosio, Raffaele; Jackiewicz, Zdzislaw - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 9, pp. 1707-1728

reliability of local error estimation will also be presented. …

Persistent link: https://www.econbiz.de/10010749109

A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series

Zhang, Guangjian; Chow, Sy-Miin; Ong, Anthony - In: Psychometrika 76 (2011) 1, pp. 77-96

Persistent link: https://www.econbiz.de/10008925348

Model selection and error estimation

Bartlett, P. L.; Boucheron, S.; Lugosi, G. - 2002

between error estimation and data-based complexity penalization: any good error estimate may be converted into a data …

Persistent link: https://www.econbiz.de/10009438376

A posteriori error estimation and adaptivity for elliptic optimal control problems with state constraints

Benedix, Olaf; Vexler, Boris - In: Computational Optimization and Applications 44 (2009) 1, pp. 3-25

Persistent link: https://www.econbiz.de/10008467077

Model selection and error estimation

Bartlett, Peter L.; Boucheron, Stéphane; Lugosi, Gábor - Department of Economics and Business, Universitat … - 2000

between error estimation and data-based complexity penalization: any good error estimate may be converted into a data …

Persistent link: https://www.econbiz.de/10005772465

An anisotropic unstructured triangular adaptive mesh algorithm based on error and error gradient information

Marcuzzi, F.; Cecchi, M. Morandi; Venturin, M. - In: Mathematics and Computers in Simulation (MATCOM) 78 (2008) 5, pp. 645-652

In this paper, an algorithm based on unstructured triangular meshes using standard refinement patterns for anisotropic adaptive meshes is presented. It consists of three main actions: anisotropic refinement, solution-weighted smoothing and patch unrefinement. Moreover, a hierarchical mesh...

Persistent link: https://www.econbiz.de/10010749876

Application of Neural Networks to House Pricing and Bond Rating

Daniëls, H.A.M.; Kamp, B.; Verkooijen, W.J.H. - Tilburg University, Center for Economic Research - 1997

Feed forward neural networks receive a growing attention as a data modelling tool in economic classification problems. It is well-known that controlling the design of a neural network can be cumbersome. Inaccuracies may lead to a manifold of problems in the application such as higher errors due...

Persistent link: https://www.econbiz.de/10011091864

Comparison of randomization techniques for low-discrepancy sequences in finance

Tamura, Tsutomu - In: Asia-Pacific Financial Markets 12 (2005) 3, pp. 227-244

Persistent link: https://www.econbiz.de/10005547722

Robus Standard Error Estimation in Fixed-Effects Panel Models

Kezdi, Gabor - EconWPA - 2005

Persistent link: https://www.econbiz.de/10005119092

Nonparametric Statistical Inference of Value At Risk For Financial Time Series

Chen, Song Xi; Tang, Cheng Yong - Finance Discipline Group, Business School - 2003

The paper considers nonparametric estimation of Value at Risk (VaR) and associated standard error estimation for … estimation of the spectral density of a derived series. The performance of the VaR estimators and the proposed standard error … estimation procedure are evaluated by theoretical investigation, simulation of commonly used models for financial returns and …

Persistent link: https://www.econbiz.de/10005073662