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Insolvenzprognose für ukrainische, deutsche sowie nordamerikanische Unternehmen

Perederiy, Volodymyr - 2010

Kennzahlen.Die zweite Methode verwendet das innovative statistische Lasso-Verfahren zur Kennzahlenauswahl im Rahmen eines … Insolvenzprognosemodells für US-amerikanische Grossunternehmen. Lasso ist ein neues vielversprechendes Verfahren zur Auswahl erklärender … weitere erklärende Variablen für Insolvenzprognose zu verwenden.Das Lasso-Verfahren wurde auch bei diesen Untersuchungen mit …

Persistent link: https://www.econbiz.de/10009460748

Nonparametric Bayes Conditional Distribution Modeling With Variable Selection

Dunson, David - 2009

This article considers a methodology for flexibly characterizing the relationship between a response and multiple predictors. Goals are (1) to estimate the conditional response distribution addressing the distributional changes across the predictor space, and (2) to identify important predictors...

Persistent link: https://www.econbiz.de/10009475527

Cost-efficient Variable Selection Using Branching LARS

Yue, Li Hua - 2010

Variable selection is a difficult problem in statistical model building. Identification of cost efficient diagnostic factors is very important to health researchers, but most variable selection methods do not take into account the cost of collecting data for the predictors. The trade off between...

Persistent link: https://www.econbiz.de/10009447237

Noise Ratio As a Non-Nested Model Selection Tool.

Kurmanj, Agir - 2009

In this dissertation, we analyze whether the noise ratio statistic of Durlauf and Hall (1989), NRT, can be used as a non-nested model selection tool in a similar fashion to the Rivers and Vuong (2002) framework. For this purpose, we first show that, when scaled by the sample size T, NRT is...

Persistent link: https://www.econbiz.de/10009431155

Model Selection for Solving Kinematics Problems

Goh, Choon P. - 1990

There has been much interest in the area of model-based reasoning within the Artificial Intelligence community, particularly in its application to diagnosis and troubleshooting. The core issue in this thesis, simply put, is, model-based reasoning is fine, but whence the model? Where do the...

Persistent link: https://www.econbiz.de/10009432937

Improving the performance of model-order selection criteria by partial-model selection search

Alkhaldi, Weaam; Iskander, D. Robert; Zoubir, Abdelhak M. - 2010

The traditional searching method for model-order selection in linear regression is a nested full-parameters-set searching procedure over the desired orders, which we call full-model order selection. On the other hand, a method for model-selection searches for the best sub-model within each...

Persistent link: https://www.econbiz.de/10009438286

The applicability of biased estimation in model and model order selection

Alkhaldi, Weaam; Iskander, Robert; Zoubir, Abdelhak M. - 2009

Biased estimation has the advantage of reducing the mean squared error (MSE) of an estimator. The question of interest is how biased estimation affects model selection. In this paper, we introduce biased estimation to a range of model selection criteria. Specifically, we analyze the performance...

Persistent link: https://www.econbiz.de/10009438332

Model selection and error estimation

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

We study model selection strategies based on penalized empirical loss minimization. We point out a tight relationship between error estimation and data-based complexity penalization: any good error estimate may be converted into a data-based penalty function and the performance of the estimate...

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

Econometric structural models : a model selection approach

Chen, Pu - 2002

Using a model selection approach, this thesis proposes a constructive data-and-theory-combined procedure to identify model structures in the framework of a linear simultaneous equations system based on observed data. A model structure is characterized by restrictions on the structural...

Persistent link: https://www.econbiz.de/10009452617

Robust combinations of statistical procedures.

Wei, Xiaoqiao - 2010

University of Minnesota Ph.D. dissertation. November 2010. Major: Statistics. Advisor: Dr. Yuhong Yang. 1 computer file (PDF); viii, 86 pages.

Persistent link: https://www.econbiz.de/10009462921