Search Results - subject:"variable selection"

Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting

Franjic, Domenic; Schweikert, Karsten - In: Journal of Forecasting 44, 2, pp. 255-269

study and an application to empirical data are used to evaluate different strategies for variable selection, the influence …

Persistent link: https://www.econbiz.de/10015411044

Identification of inconsistent variates in factor analysis

Kano, Yutaka; Ihara, Masamori - In: Psychometrika 59 (1994) 1, pp. 5-20

Persistent link: https://www.econbiz.de/10005382012

Variable selection in clustering

Fowlkes, E.; Gnanadesikan, R.; Kettenring, J. - In: Journal of Classification 5 (1988) 2, pp. 205-228

Persistent link: https://www.econbiz.de/10005156027

Development of a Method to Assess the Relevant Variables and the Probability of Financial Distress

Crapp, Harvey R.; Stevenson, Maxwell - In: Australian Journal of Management 12 (1987) 2, pp. 221-236

This study develops a method to select variables, and to specify the relative importance of those variables, as input for failure models. In addition, our method provides estimates of the failure probabilities of organisations at a point in time. The results of tests of our method on Australian...

Persistent link: https://www.econbiz.de/10010769396

Adaptive Monte Carlo on multivariate binary sampling spaces

Schäfer, Christian; Chopin, Nicolas - Université Paris-Dauphine (Paris IX)

practical motivation for this problem is variable selection in a linear regression context, where we need to either find the …

Persistent link: https://www.econbiz.de/10011073707