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Multi-Criteria Recommender Systems: A Survey and a Method to Learn New User's Profile

Hdioud, Ferdaous; Frikh, Bouchra; Ouhbi, Brahim; … - In: International Journal of Mobile Computing and … 8 (2017) 4, pp. 20-48

A Recommender System (RS) works much better for users when it has more information. In Collaborative Filtering, where users' preferences are expressed as ratings, the more ratings elicited, the more accurate the recommendations. New users present a big challenge for a RS, which has to providing...

Persistent link: https://www.econbiz.de/10012046480

A simplified approach to bias estimation for correlations

Liu, Xiaofeng Steven - In: Epidemiologic Methods 10 (2021) 1

Abstract Objectives We introduce a simple and unified methodology to estimate the bias of Pearson correlation coefficients, partial correlation coefficients, and semi-partial correlation coefficients. Methods Our methodology features non-parametric bootstrapping and can accommodate small sample...

Persistent link: https://www.econbiz.de/10014590691

Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutsch mark Market / Der Zusammenhang zwischen der Profitabilität einer technischen Handelsstrategie und Ze...

Frenkel, Michael; Stadtmann, Georg - In: Jahrbücher für Nationalökonomie und Statistik 224 (2004) 6, pp. 653-672

Summary The paper examines the relationship between central bank interventions in the dollar-deutschmark market and the profitability of technical trading for the period 1979-1992. While previous work on this topic focused on the interventions of the Fed, we include data on Bundesbank...

Persistent link: https://www.econbiz.de/10014608993

Poverty in Germany – Statistical Inference and Decomposition

Bönke, Timm; Schröder, Carsten - In: Jahrbücher für Nationalökonomie und Statistik 231 (2011) 2, pp. 178-209

-temporal changes in poverty from year 1978 to 2003. Results are decomposed by region and household types, and the bootstrap method is …

Persistent link: https://www.econbiz.de/10014609335

Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage

Hassler, Uwe; Werkmann, Verena - In: Jahrbücher für Nationalökonomie und Statistik 234 (2014) 1, pp. 23-43

Summary This paper adds to the issue of inference regarding potentially nonstationary panels where units are correlated. Recently, it has been proposed to tackle this problem by computing individual p-values and combining them to an overall joint significance. We adopt and illustrate this fairly...

Persistent link: https://www.econbiz.de/10014609474

Percentile and Percentile- t Bootstrap Confidence Intervals: A Practical Comparison

Elias, Christopher J. - In: Journal of Econometric Methods 4 (2015) 1, pp. 153-161

Abstract This paper employs a Monte Carlo study to compare the performance of equal-tailed bootstrap percentile- t … , symmetric bootstrap percentile- t , bootstrap percentile, and standard asymptotic confidence intervals in two distinct … heteroscedastic regression models. Bootstrap confidence intervals are constructed with both the XY and wild bootstrap algorithm …

Persistent link: https://www.econbiz.de/10014612565

p-Value Adjustments for Multiple Tests for Nonlinearity

Psaradakis, Zacharias - In: Studies in Nonlinear Dynamics & Econometrics 4 (2000) 3

When the hypothesis of linearity of a univariate time series model is tested using a battery of tests for neglected nonlinearity, the probability of one or more tests' leading to a false rejection increases with the number of tests being performed. This paper discusses how this undesirable...

Persistent link: https://www.econbiz.de/10014620830

Bootstrapping L 2 -type statistics in copula density testing

Rehbock, Volker - In: Statistics & Decisions 25 (2007) 4, pp. 333-347

bootstrap approximation of the distribution of the test statistic. We show the validity of the bootstrap and perform a …

Persistent link: https://www.econbiz.de/10014621346

The bootstrap does not alwayswork for heteroscedasticmodels

Shimizu, Kenichi - In: Statistics & Decisions 30 (2013) 3, pp. 189-204

Summary This paper demonstrates the cases where bootstrap does not work for heteroscedastic time series models. We … construct prediction intervals for the ARMA-GARCH models using bootstrap and see how a wrong application of bootstrap could lead …

Persistent link: https://www.econbiz.de/10014622230

A bootstrap test for causality with endogenous lag length choice: theory and application in finance

Hacker, Scott; Hatemi‐J, Abdulnasser - In: Journal of Economic Studies 39 (2012) 2, pp. 144-160

taken into account. Design/methodology/approach – The size and power of a bootstrap test with endogenized lag‐length choice … empirical results based on this test are expected to be more precise. Originality/value – This paper considers a bootstrap test …

Persistent link: https://www.econbiz.de/10014863317