Showing 1 - 10 of 505
asymptotic distribution, we also obtain robustness results for our estimator. All of our results are valid for a broad class of ß …
Persistent link: https://www.econbiz.de/10010310510
banks in order to measure their client's degree of risk, and for firms to operate successfully. The SVM with evolutionary … and probit models as benchmark On overall, GA-SVM is outperforms compared to the benchmark models in both training and …
Persistent link: https://www.econbiz.de/10010318756
Support Vector Machine (SVM) and a logistic regression (Logit). Among different financial ratios suggested as predictors of … accuracy the SVM has a lower model risk than the Logit on average and displays a more robust performance. This result holds …
Persistent link: https://www.econbiz.de/10010281539
nonparametric approach based on a combination of kernel logistic regression and ¡support vector regression. …
Persistent link: https://www.econbiz.de/10010516923
nonparametric approach based on a combination of kernel logistic regression and ¡support vector regression. …
Persistent link: https://www.econbiz.de/10010306241
The paper brings together methods from two disciplines: machine learning theory and robust statistics. Robustness …. Kernel logistic regression, support vector machines, least squares and the AdaBoost loss function are treated as special …
Persistent link: https://www.econbiz.de/10010306271
The paper brings together methods from two disciplines: machine learning theory and robust statistics. Robustness …. Kernel logistic regression, support vector machines, least squares and the AdaBoost loss function are treated as special …
Persistent link: https://www.econbiz.de/10010477496
This article proposes a simple and fast approach to build simultaneous confi dence bands and perform specification tests for smooth curves in additive models. The method allows for handling of spatially heterogeneous functions and its derivatives as well as heteroscedasticity in the data. It is...
Persistent link: https://www.econbiz.de/10010329955
We consider theoretical bootstrap coupling techniques for nonparametric robust smoothers and quantile regression, and verify the bootstrap improvement. To cope with curse of dimensionality, a variant of coupling bootstrap techniques are developed for additive models with both symmetric error...
Persistent link: https://www.econbiz.de/10010331127
Additive models of the type y=f_1(x_1)+...+f_p(x_p)+e where f_j,j=1,...,p, have unspecified functional form, are flexible statistical regression models which can be used to characterize nonlinear regression effects. The basic tools used for fitting the additive model are the expansion in...
Persistent link: https://www.econbiz.de/10010265642