Distance-based beta regression for prediction of mutual funds
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Recommendations
- Improved Forecasting of Mutual Fund Alphas and Betas*
- A distribution-free approach to estimating best response values with application to mutual fund performance modeling
- A robust nonparametric approach to evaluate and explain the performance of mutual funds
- Semi-absolute deviation rule for mutual funds portfolio selection
- Influence measures in beta regression models through distance between distributions
- Selection of Predictors in Distance-Based Regression
- Applying a credibilistic mean-variance model in constructing portfolio of mutual funds
- scientific article; zbMATH DE number 1784068
- scientific article; zbMATH DE number 5005915
- scientific article; zbMATH DE number 4041566
Cites work
- scientific article; zbMATH DE number 3932235 (Why is no real title available?)
- scientific article; zbMATH DE number 18876 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- scientific article; zbMATH DE number 1890441 (Why is no real title available?)
- scientific article; zbMATH DE number 6257233 (Why is no real title available?)
- A generic algorithm for reducing bias in parametric estimation
- A similarity-based approach to prediction
- Adding a point to vector diagrams in multivariate analysis
- Asymptotic theory for empirical similarity models
- Beta Regression for Modelling Rates and Proportions
- Bias reduction in exponential family nonlinear models
- Diagnostic tools in beta regression with varying dispersion
- Distance-based local linear regression for functional predictors
- Generalized, linear, and mixed models
- Implementing PLS for distance-based regression: computational issues
- Improved estimators for a general class of beta regression models
- Improved maximum likelihood estimation in a new class of beta regression models
- Improved point and interval estimation for a beta regression model
- Inflated beta distributions
- Influence diagnostics in beta regression
- Interaction terms in distance-based regression
- Nonlinear optimization.
- Nonlinear quasi-likelihood models: applications to continuous proportions
- Numerical Optimization
- On beta regression residuals
- Regression analysis of variates observed on (0, 1): percentages, proportions and fractions
- Ridge Regression: Applications to Nonorthogonal Problems
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Selection of Predictors in Distance-Based Regression
- Some computational aspects of a distance—based model for prediction
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