Showing 1 - 10 of 21
misspecification, and generalization across populations.  …
Persistent link: https://www.econbiz.de/10014610857
This paper presents a case of parsimony and generalization in model comparisons. We submitted two versions of the same …-different model outperformed the IBL-same model in the competition, but after exposing the models to a more challenging generalization … winner depending on the generalization conditions used to compare models. We describe the models and the process by which we …
Persistent link: https://www.econbiz.de/10009441093
The new class of matrix-tilted Archimedean copulas is introduced. It combines properties of Archimedean and elliptical copulas by introducing a tilting matrix in the stochastic representation of Archimedean copulas, similar to the Cholesky factor for elliptical copulas. Basic properties of this...
Persistent link: https://www.econbiz.de/10013200737
This paper presents a case of parsimony and generalization in model comparisons. We submitted two versions of the same …-different model outperformed the IBL-same model in the competition, but after exposing the models to a more challenging generalization … winner depending on the generalization conditions used to compare models. We describe the models and the process by which we …
Persistent link: https://www.econbiz.de/10010369363
This paper presents a case of parsimony and generalization in model comparisons. We submitted two versions of the same …-different model outperformed the IBL-same model in the competition, but after exposing the models to a more challenging generalization … winner depending on the generalization conditions used to compare models. We describe the models and the process by which we …
Persistent link: https://www.econbiz.de/10009752431
Persistent link: https://www.econbiz.de/10010227451
Persistent link: https://www.econbiz.de/10012820478
Persistent link: https://www.econbiz.de/10012662131
Persistent link: https://www.econbiz.de/10011594534
Persistent link: https://www.econbiz.de/10012006707