A Non-Parametric Approach to Model Evaluation

DOI10.2307/2582041MaRDI QIDQ3716062zbMATH OpenOpenAlexFDO

Authors Kamran M. Dadkhah, Fatemeh Mariam Zahedi

Publication date 1986

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2582041

zbMATH Keywords

change-point problemturning pointsmodel evaluationsum of squared residualsunbiased prediction

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Recommendations

• A Technique for Evaluating Forecasting Models
• Model evaluation based on the sampling distribution of estimated absolute prediction error
• scientific article; zbMATH DE number 3956298
• Some Methodological Aspects of Validation of Models in Nonparametric Regression
• Model specification tests against non-nested alternatives

Cited in

(2)

• Assessing the Precision of Turning Point Estimates in Polynomial Regression Functions
• scientific article; zbMATH DE number 4078512 (Why is no real title available?)

This page was built for publication: A Non-Parametric Approach to Model Evaluation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3716062)