Bagging binary and quantile predictors for time series (Q291866): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: quantilogram / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.017 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2110612433 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bagging predictors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heuristics of instability and stabilization in model selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analyzing bagging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5488699 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and Testing of Forecast Rationality under Flexible Loss / rank
 
Normal rank
Property / cites work
 
Property / cites work: Leave one out error, stability, and generalization of voting combinations of classifiers / rank
 
Normal rank
Property / cites work
 
Property / cites work: The moving blocks bootstrap and robust inference for linear least squares and quantile regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prediction with a Generalized Cost of Error Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3908728 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The bootstrap and Edgeworth expansion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonuniqueness of least absolute values regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cube root asymptotics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Theory of Least Absolute Error Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-maximum likelihood estimation for conditional quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measures of diversity in classifier ensembles and their relationship with the ensemble accuracy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum score estimation of the stochastic utility model of choice / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of best predictors of binary response / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact mean integrated squared error / rank
 
Normal rank
Property / cites work
 
Property / cites work: The linear regression model: L<sub>p</sub>norm estimation and the choice of p / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimal L<sub>p</sub>norm estimator in linear regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Censored regression quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal forecast combinations under general loss functions and forecast error distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869532 / rank
 
Normal rank
Property / cites work
 
Property / cites work: COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 04:04, 12 July 2024

scientific article
Language Label Description Also known as
English
Bagging binary and quantile predictors for time series
scientific article

    Statements

    Bagging binary and quantile predictors for time series (English)
    0 references
    0 references
    0 references
    10 June 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    asymmetric cost function
    0 references
    bagging
    0 references
    binary prediction
    0 references
    BMA
    0 references
    forecast combination
    0 references
    majority voting
    0 references
    quantile prediction
    0 references
    time series
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references