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CSDA
2004
63views more  CSDA 2004»
13 years 11 months ago
Some variants of minimum disparity estimation
Ayanendranath Basu, Chanseok Park, Bruce G. Lindsa...
CSDA
2004
77views more  CSDA 2004»
13 years 11 months ago
Variable selection bias in regression trees with constant fits
The greedy search approach to variable selection in regression trees with constant fits is considered. At each node, the method usually compares the maximally selected statistic a...
Yu-Shan Shih, Hsin-Wen Tsai
CSDA
2004
67views more  CSDA 2004»
13 years 11 months ago
A new generalization of the negative binomial distribution
Ramesh C. Gupta, Siew-Hui Ong
CSDA
2004
119views more  CSDA 2004»
13 years 11 months ago
Bounded optimal knots for regression splines
Using a B-spline representation for splines with knots seen as free variables, the approximation to data by splines improves greatly. The main limitations are the presence of too ...
Nicolas Molinari, Jean-François Durand, Rob...
CSDA
2004
81views more  CSDA 2004»
13 years 11 months ago
A note on split selection bias in classification trees
A common approach to split selection in classification trees is to search through all possible splits generated by predictor variables. A splitting criterion is then used to evalu...
Y.-S. Shih
CSDA
2004
119views more  CSDA 2004»
13 years 11 months ago
Fitting bivariate cumulative returns with copulas
We propose a copula based statistical method of fitting joint cumulative returns between a market index and a stock from the index family to daily data. Modifying the method of in...
Werner Hürlimann
CSDA
2004
124views more  CSDA 2004»
13 years 11 months ago
Fast and robust discriminant analysis
The goal of discriminant analysis is to obtain rules that describe the separation between groups of observations. Moreover it allows to classify new observations into one of the k...
Mia Hubert, Katrien van Driessen
CSDA
2004
191views more  CSDA 2004»
13 years 11 months ago
Computing the distribution of the product of two continuous random variables
We present an algorithm for computing the probability density function of the product of two independent random variables, along with an implementation of the algorithm in a compu...
Andrew G. Glen, Lawrence Leemis, John H. Drew