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expression for the clustering in the graph is derived. By tuning the parameters of the model, it is possible to generate a graph … with arbitrary clustering, expected degree and { in the power law case { tail exponent. …
Persistent link: https://www.econbiz.de/10011091616
n practice, it is important to evaluate the quality of research, in order to make decisions on tenure, funding, and so on. This article develops a methodology using citations to measure the quality of journals, proceedings, and book publishers. (Citations are also used by the Science and Social...
Persistent link: https://www.econbiz.de/10011092108
Abstract: Prediction under model uncertainty is an important and difficult issue. Traditional prediction methods (such … as pretesting) are based on model selection followed by prediction in the selected model, but the reported prediction and … the reported prediction variance ignore the uncertainty from the selection procedure. This paper proposes a weighted …
Persistent link: https://www.econbiz.de/10011091622
This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable...
Persistent link: https://www.econbiz.de/10011092158