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  • Search: subject:"least squares cross validation"
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Year of publication
Subject
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Least squares cross validation 5 least squares cross validation 5 Gradient estimation 4 asymmetric kernels 4 asymptotic properties 4 Kernel smoothing 3 Least Squares Cross Validation 3 bandwidth selection 3 boundary bias 3 copula 3 curse of dimension 3 least squares cross-validation 3 nonparametric multivariate density estimation 3 Asymmetric kernels 2 Asymptotic properties 2 Dimensionality 2 Estimation theory 2 Gradient Estimation 2 Irrelevant Variables 2 Kernel Smoothing 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 dimensionality 2 gradient estimation 2 kernel smoothing 2 mean plots 2 multivariate boundary bias 2 nonlinear 2 Bandwidth smoothing prameter 1 Bayesian Model Averaging 1 Density estimation 1 Derivatives of density 1 Discrete variables 1 Education 1 Functional coefficient estimation 1 Growth Nonlinearities 1 Human Capital 1
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Online availability
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Free 14 Undetermined 3
Type of publication
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Book / Working Paper 15 Article 4
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 1
Language
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Undetermined 12 English 7
Author
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Henderson, Daniel J. 9 Parmeter, Christopher F. 9 Bouezmarni, Taoufik 4 Kumbhakar, Subal C. 4 Rombouts, Jeroen V.K. 4 Li, Qi 3 BOUEZMARNI, Taoufik 2 ROMBOUTS, Jeroen V.K. 2 Yao, Shuang 2 Chen, Ye 1 Delgado, Michael S. 1 Haerdle, W. 1 Liu, Junxian 1 MAMMENS, Enno 1 Marron, J. 1 PARK, Byeong 1 Papageorgiou, Chris 1 Su, Liangjun 1 Sun, Qiankun 1 Ullah, Aman 1 Wand, M. 1 Xie, Qichang 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Department of Economics, School of Business 3 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 2 Department of Economics, University of California-Riverside 1 Institute for the Study of Labor (IZA) 1 University of Bonn, Germany 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Cahiers de recherche 4 CORE Discussion Papers 3 Working Papers / Department of Economics, School of Business 3 IZA Discussion Papers 2 Discussion Paper Serie A 1 Econometric reviews 1 Economics Letters 1 Journal of Econometrics 1 Journal of econometrics 1 MPRA Paper 1 Working Papers / Department of Economics, University of California-Riverside 1
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Source
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RePEc 16 ECONIS (ZBW) 2 EconStor 1
Showing 11 - 19 of 19
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Semiparametric multivariate density estimation for positive data using copulas
BOUEZMARNI, Taoufik; ROMBOUTS, Jeroen V.K. - Center for Operations Research and Econometrics (CORE), … - 2007
the finite sample performance of the estimator. We find that univariate least squares cross validation, to choose the …
Persistent link: https://www.econbiz.de/10005043675
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Nonparametric Density Estimation for Multivariate Bounded Data
Bouezmarni, Taoufik; Rombouts, Jeroen V.K. - Centre Interuniversitaire sur le Risque, les Politiques … - 2007
consistency and asymptotic normality. We establish consistency of the least squares cross-validation method to select optimal …
Persistent link: https://www.econbiz.de/10005015239
Saved in:
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Semiparametric Multivariate Density Estimation for Positive Data Using Copulas
Bouezmarni, Taoufik; Rombouts, Jeroen V.K. - Centre Interuniversitaire sur le Risque, les Politiques … - 2007
the finite sample performance of the estimator. We find that univariate least squares cross validation, to choose the …
Persistent link: https://www.econbiz.de/10005015255
Saved in:
Cover Image
Nonparametric density estimation for multivariate bounded data
BOUEZMARNI, Taoufik; ROMBOUTS, Jeroen V.K. - Center for Operations Research and Econometrics (CORE), … - 2007
consistency and asymptoticnormality. We establish consistency of the least squares cross-validation method to select optimal …
Persistent link: https://www.econbiz.de/10005065413
Saved in:
Cover Image
Nonparametric density estimation for multivariate bounded data.
Bouezmarni, Taoufik; Rombouts, Jeroen V.K. - Institut d'Économie Appliquée, HEC Montréal (École … - 2007
consistency and asymptotic normality. We establish consistency of the least squares cross-validation method to select optimal …
Persistent link: https://www.econbiz.de/10005677341
Saved in:
Cover Image
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas.
Bouezmarni, Taoufik; Rombouts, Jeroen V.K. - Institut d'Économie Appliquée, HEC Montréal (École … - 2007
the finite sample performance of the estimator. We find that univariate least squares cross validation, to choose the …
Persistent link: https://www.econbiz.de/10005677346
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A simple method to visualize results in nonlinear regression models
Henderson, Daniel J.; Kumbhakar, Subal C.; Parmeter, … - In: Economics Letters 117 (2012) 3, pp. 578-581
A simple graphical approach to presenting results from nonlinear regression models is described. In the face of multiple covariates, ‘partial mean’ plots may be unattractive. The approach here is portable to a variety of settings and can be tailored to the specific application at hand. A...
Persistent link: https://www.econbiz.de/10010594106
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Behavior of kernel density estimates and bandwidth selectors for contaminated data sets
MAMMENS, Enno; PARK, Byeong - Center for Operations Research and Econometrics (CORE), … - 1992
In this paper robustness properties are studied for kernel density estimators. A plug-in and least squares cross-validation …
Persistent link: https://www.econbiz.de/10005043332
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Bandwidth choice for density derivatives
Haerdle, W.; Marron, J.; Wand, M. - University of Bonn, Germany - 1988
Persistent link: https://www.econbiz.de/10004993083
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