A similarity-based approach to prediction

DOI10.1016/j.jeconom.2009.10.015zbMath1441.62703OpenAlexW2032318290MaRDI QIDQ737889

Offer Lieberman, David Schmeidler, Itzhak Gilboa

Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.015

zbMATH Keywords

kerneldensity estimationspatial modelsempirical similarity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07)

Related Items (9)

Distance-based beta regression for prediction of mutual funds ⋮ A similarity-based approach to time-varying coefficient non-stationary autoregression ⋮ Spatial autoregressions with an extended parameter space and similarity-based weights ⋮ Inference in a similarity-based spatial autoregressive model ⋮ Asymmetric empirical similarity ⋮ A nonlinear panel data model of cross-sectional dependence ⋮ A study of similarity measures through the paradigm of measurement theory: the classic case ⋮ Similarity-based model for ordered categorical data ⋮ Reference Class Forecasting: Resolving Its Challenge to Statistical Modeling

Cites Work

• Axiomatization of an exponential similarity function
• An approximation to the density function
• Remarks on Some Nonparametric Estimates of a Density Function
• ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS
• Case-Based Decision Theory
• Multivariate Bandwidth Selection for Local Linear Regression
• Probabilities as Similarity-Weighted Frequencies
• Inductive Inference: An Axiomatic Approach
• On Estimation of a Probability Density Function and Mode
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