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Matching as a regression estimator : matching avoids making assumptions about the functional form of the regression equation, making analysis more reliable

Black, Dan A. - 2015

"Matching" is a statistical technique used to evaluate the effect of a treatment by comparing the treated and non-treated units in an observational study. Matching provides an alternative to older estimation methods, such as ordinary least squares (OLS), which involves strong assumptions that...

Persistent link: https://www.econbiz.de/10011433502

A comparison of forecasting methods : fundamentals, polling, prediction markets, and experts

Pathak, Deepak; Rothschild, David; Dudik, Miroslav - In: The journal of prediction markets 9 (2015) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10011415546

A better measure of relative prediction accuracy for model selection and model estimation

Tofallis, Christopher - In: Journal of the Operational Research Society : OR 66 (2015) 8, pp. 1352-1362

Persistent link: https://www.econbiz.de/10011417204

Regression and kriging metamodels with their experimental designs in simulation : review

Kleijnen, Jack P. C. - 2015

Persistent link: https://www.econbiz.de/10011349935

CVaR regression based on the relation between CVaR and mixed-quantile quadrangles

Golodnikov, Alex; Kuzmenko, Viktor; Uryasev, Stan - In: Journal of risk and financial management : JRFM 12 (2019) 3/107, pp. 1-22

. The research presented involved developing algorithms for the implementation of linear regression for estimating CVaR as a … function of some factors. Such regression is called CVaR (superquantile) regression. The main statement of this paper is: CVaR … linear regression can be reduced to minimizing the Rockafellar error function with linear programming. The theoretical basis …

Persistent link: https://www.econbiz.de/10012025262