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  • Search: subject:"tuning parameter"
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Year of publication
Subject
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tuning parameter 9 Estimation theory 6 GLS detrending 6 Schätztheorie 6 fractional integration 6 nonparametric 6 nuisance parameter 6 power envelope 6 unit root test 6 variance ratio 6 Mallows criterion 4 model averaging 4 model selection 4 shrinkage 4 tuning parameter choice 4 Augmented Dickey-Fuller test 3 Nichtparametrisches Verfahren 3 Time series analysis 3 Varianzanalyse 3 Zeitreihenanalyse 3 augmented Dickey-Fuller test 3 Bayes-Statistik 2 Bayesian inference 2 Generalized information criterion 2 Modellierung 2 Scientific modelling 2 Statistical distribution 2 Statistische Verteilung 2 Theorie 2 Theory 2 Tuning parameter selection 2 Unit Root Test 2 cryptocurrencies 2 Adaptive lasso 1 Alzheimer’s disease 1 Analysis of variance 1 Auction theory 1 Auktionstheorie 1 Ausreißer 1 Canonical correlation analysis 1
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Online availability
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Free 11 Undetermined 11 CC license 1
Type of publication
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Article 15 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 3 Article 2
Language
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English 14 Undetermined 8
Author
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Nielsen, Morten Ørregaard 5 Sun, Yiguo 4 Xiao, Hui 4 Luo, Yao 2 Wan, Yuanyuan 2 Yamada, Hiroshi 2 An, Baiguo 1 Araki, Yuko 1 Caner, Mehmet 1 Chan, Kung-sik 1 Das, Ujjwal 1 Fueda, Kaoru 1 Guo, Jianhua 1 Gupta, Shuva 1 Gupta, Sudhir 1 Han, Xu 1 Kawaguchi, Atsushi 1 Lee, Yoonseok 1 Meng, Jin 1 Nielsen, Morten 1 Park, Jin‐Hong 1 Schomaker, Michael 1 Sriram, T. N. 1 Ueki, Masao 1 Wang, Hansheng 1 Yamashita, Fumio 1 Yoon, Gawon 1
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Institution
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Economics Department, Queen's University 2 School of Economics and Management, University of Aarhus 1 University of Toronto, Department of Economics 1
Published in...
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Computational Statistics & Data Analysis 2 Journal of Risk and Financial Management 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of risk and financial management : JRFM 2 Queen's Economics Department Working Paper 2 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 2 Working Papers / Economics Department, Queen's University 2 Advances in Data Analysis and Classification 1 Annals of the Institute of Statistical Mathematics 1 CAE Working Paper 1 CREATES Research Papers 1 Insurance / Mathematics & economics 1 Journal of forecasting 1 Statistical Papers / Springer 1 Working Papers / University of Toronto, Department of Economics 1
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Source
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RePEc 9 ECONIS (ZBW) 8 EconStor 5
Showing 21 - 22 of 22
Cover Image
Shrinkage averaging estimation
Schomaker, Michael - In: Statistical Papers 53 (2012) 4, pp. 1015-1034
We discuss the impact of tuning parameter selection uncertainty in the context of shrinkage estimation and propose a … the tuning parameter is simply selected via cross validation criteria. The results show that the proposed SAE methodology … can improve an estimators’ overall performance and reveal and incorporate tuning parameter uncertainty. As an illustration …
Persistent link: https://www.econbiz.de/10010600758
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Cover Image
Optimal tuning parameter estimation in maximum penalized likelihood method
Ueki, Masao; Fueda, Kaoru - In: Annals of the Institute of Statistical Mathematics 62 (2010) 3, pp. 413-438
Persistent link: https://www.econbiz.de/10008552392
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