Similar Search Results - EconBiz

Maximising entropy on the nonparametric predictive inference model for multinomial data

Abellán, Joaquín; Baker, Rebecca M.; Coolen, Frank P. A. - In: European journal of operational research : EJOR 212 (2011) 1, pp. 112-122

Persistent link: https://www.econbiz.de/10008990550

Uniform Predictive Inference for Factor Models with Instrumental and Idiosyncratic Betas

Cheng, Mingmian; Liao, Yuan; Yang, Xiye - 2021

This paper investigates the effect of characteristic-based time-varying factor beta on the diffusion-index type forecast. Specifically, the factor beta includes two distinct components: the "instrumental beta'' is a function of some observed stable variables, while the "idiosyncratic beta''...

Persistent link: https://www.econbiz.de/10013240929

Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors

Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 342-354

Persistent link: https://www.econbiz.de/10012804117

Comparing sequential forecasters

Choe, Yo Joong; Ramdas, Aaditya - In: Operations research 72 (2024) 4, pp. 1368-1387

Persistent link: https://www.econbiz.de/10015045380

Nonparametric applications of Bayesian inference

Chamberlain, Gary; Imbens, Guido - 1996

Persistent link: https://www.econbiz.de/10000944072

Empirical likelihood

Owen, Art B. - 2001

Persistent link: https://www.econbiz.de/10001574339

Parametric versus non-parametric inference : statistical models and simplicity

Spanos, Aris - In: Simplicity, inference and modeling : keeping it …, (pp. 181-206). 2001

Persistent link: https://www.econbiz.de/10001651910

Bayesian semiparametric inference in multiple equation models

Koop, Gary (contributor); Poirier, Dale J. (contributor); … - 2003

Persistent link: https://www.econbiz.de/10002457180

Nonparametric inferences for additive models

Fan, Jianqing; Jiang, Jiancheng - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 890-907

Persistent link: https://www.econbiz.de/10003107771

Empirical [gamma]-divergence : estimation and inference

Cho, Young Su - 2005

Persistent link: https://www.econbiz.de/10002980078

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