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cross validation) p smoothing parameters. Theory fromCOmponent Selection and Shrinkage Operator (COSSO), reduces the problem …
Persistent link: https://www.econbiz.de/10009429662
Previous research implementing stratification on the propensity score has generally relied on using five strata, based on prior theoretical groundwork and minimal empirical evidence as to the suitability of quintiles to adequately reduce bias in all cases and across all sample sizes. This study...
Persistent link: https://www.econbiz.de/10009475025
and incentive contracts in a labour market characterized by search frictions and matching. There exists a large body of … Arbeitskräfteumlauf und Anreizverträge in einem dynamischen Search-und-Matching-Arbeitsmarktmodell beschäftigen. Das grundlegende Modell …
Persistent link: https://www.econbiz.de/10009471691
We consider the problem of model assessment by risk estimation. Variousapproaches to risk estimation are considered in a uni ed framework. This a discussion of various complexity dimensions and approaches to obtainingbounds on covering numbers is also presented.The second type of training sample...
Persistent link: https://www.econbiz.de/10009442231
period). The authors refer to this framework as conditional extreme value theory (EVT). To begin, they use an AR(1)-Garch(1 …
Persistent link: https://www.econbiz.de/10009475704
To overcome the curse of dimensionality, dimension reduction is important andnecessary for understanding the underlying phenomena in a variety of fields.Dimension reduction is the transformation of high-dimensional data into ameaningful representation in the low-dimensional space. It can be...
Persistent link: https://www.econbiz.de/10009475737
This thesis is concerned with simulation output analysis. In particular, we are inter-ested in estimating the variance parameter of a steady-state output process. The estimationof the variance parameter has immediate applications in problems involving (i) the precisionof the sample mean as a...
Persistent link: https://www.econbiz.de/10009476105
filtering theory. (2) Thebound is developed for estimation in a continuous medium whosestructure (acoustic impedance, for …
Persistent link: https://www.econbiz.de/10009461036
Log-linear modeling is a popular statistical tool for analysing a contingency table. This presentation focuses on an alternative approach to modeling ordinal categorical data. The technique, based on orthogonal polynomials, provides a much simpler method of model fitting than the conventional...
Persistent link: https://www.econbiz.de/10009481982