Results 111 to 120 of about 2,584,664 (216)

The breakdown behavior of the maximum likelihood estimator in the logistic regression model. [PDF]

open access: yes
: In this note we discuss the breakdown behavior of the Maximum Likelihood (ML) estimator in the logistic regression model. We formally prove that the ML-estimator never explodes to infinity, but rather breaks down to zero when adding severe outliers to ...
Croux, Christophe   +2 more
core  

Nonparametric regression as an example of model choice [PDF]

open access: yes
Nonparametric regression can be considered as a problem of model choice. In this paper we present the results of a simulation study in which several nonparametric regression techniques including wavelets and kernel methods are compared with respect to ...
Davies, Paul Lyndon   +2 more
core  

Goodness-of-Fit Tests in Nonparametric Regression

open access: yes
AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.Bootstrap;empirical process;goodness-of-fit;location-scale regression;model diagnostics;nonparametric regression;test for independence;weak ...
Einmahl, J.H.J., Keilegom, I. van
core  

Application of a Modified Generalized Regression Neural Networks Algorithm in Economics and Finance

open access: yes, 2011
In this paper we propose an alternative and modified Generalized Regression Neural Networks Autoregressive model (GRNN-AR) in S&P 500 and FTSE 100 index returns, as also in Gross domestic product growth rate of Italy, USA and UK. We compare the forecasts
Giovanis, Eleftherios
core  

Efficient Estimation of an Additive Quantile Regression Model

open access: yes
In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the ...
Zerom, Dawit   +2 more
core  

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