How to pick the best regression equation : a review and comparison of model selection algorithms
Jennifer L. Castle, Xiaochuan Qin, and W. Robert Reid
| Year of publication: |
[2009]
|
|---|---|
| Authors: | Castle, Jennifer ; Qin, Xiaochuan ; Reid, W. Robert |
| Institutions: | University of Canterbury / Dept. of Economics and Finance (contributor) |
| Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, University of Canterbury |
| Subject: | Algorithmus | Algorithm | Modellierung | Scientific modelling | Bayes-Statistik | Bayesian inference | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | Online-Ressource (50 p., 1.17 Mb) ill., PDF file |
|---|---|
| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2009,13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Archived by the National Library of New Zealand Title from PDF cover (viewed on Dec. 1, 2009) "October 2009"--P.1 "JEL Classifications: C52, C15"--P.1 Hypertext links contained in the archived instances of this title are non-functional Includes bibliographical references (p. 27-29) Mode of access: World Wide Web Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008667753