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Using Bayesian techniques for data pooling in regional payroll forecasting
Lesage, James P. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 1, pp. 127-135
Persistent link: https://www.econbiz.de/10001081584
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Forecasting net charge-off rates of banks : what model works best?
Barth, James R.; Han, Sumin; Joo, Sunghoon; Lee, Kang Bok; … - In: Quantitative finance and economics 2 (2018) 3, pp. 554-589
Persistent link: https://www.econbiz.de/10012156806
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A semiparametric generalized ridge estimator and link with model averaging
Ullah, Aman; Wan, Alan T. K.; Wang, Huansha; Zhang, Xinyu; … - In: Econometric reviews 36 (2017) 1/3, pp. 370-384
Persistent link: https://www.econbiz.de/10011795220
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An improved ridge type estimator for logistic regression
Varathan, Nagarajah - In: Statistics in transition : an international journal of … 23 (2022) 3, pp. 113-126
In this paper, an improved ridge type estimator is introduced to overcome the effect of multi-collinearity in logistic regression. The proposed estimator is called a modified almost unbiased ridge logistic estimator. It is obtained by combining the ridge estimator and the almost unbiased ridge...
Persistent link: https://www.econbiz.de/10013428849
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Monitoring nonlinear profiles adaptively with a wavelet-based distribution-free CUSUM chart
Wang, Huizhu; Kim, Seong-hee; Huo, Xiaoming; Hur, Youngmi; … - In: International journal of production research 53 (2015) 15, pp. 4648-4667
Persistent link: https://www.econbiz.de/10011344701
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High dimensional minimum variance portfolio estimation under statistical factor models
Ding, Yi; Li, Yingying; Zheng, Xinghua - In: Journal of econometrics 222 (2021) 1,2, pp. 502-515
Persistent link: https://www.econbiz.de/10012619723
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High-dimensional minimum variance portfolio estimation based on high-frequency data
Cai, T. Tony; Hu, Jianchang; Li, Yingying; Zheng, Xinghua - In: Journal of econometrics 214 (2020) 2, pp. 482-494
Persistent link: https://www.econbiz.de/10012439068
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Non-separable models with high-dimensional data
Su, Liangjun; Ura, Takuya; Zhang, Yichong - In: Journal of econometrics 212 (2019) 2, pp. 646-677
Persistent link: https://www.econbiz.de/10012304129
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Covering of high-dimensional cubes and quantization
Žigljavskij, Anatolij Aleksandrovič; Noonan, Jack - In: Operations research forum 1 (2020) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10012306343
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Efficient simulation of high dimensional Gaussian vectors
Kahalé, Nabil - In: Mathematics of operations research 44 (2019) 1, pp. 58-73
Persistent link: https://www.econbiz.de/10012001060