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squared errors

Optimal Individualized Treatment Strategy: Flexible Modeling with/without Imaging Covariates.

Optimal Individualized Treatment Strategy: Flexible Modeling with/without Imaging Covariates.

... We report mean of estimated single index coefficient biases, mean squared errors of estimated single index coefficients, mean squared errors of estimated link functions, PCD and Val over[r] ...

83

Shape Restricted Nonparametric Regression with Bernstein Polynomials.

Shape Restricted Nonparametric Regression with Bernstein Polynomials.

... 38 Table 2.3 Average integrated mean squared errors (IMSE) over 1000 repetitions. Standard error of IMSE is displayed in the parentheses. P-values are obtained by using two-sample t-test[r] ...

186

The track record of the Commission forecasts. Economic Papers No. 137, October 1999

The track record of the Commission forecasts. Economic Papers No. 137, October 1999

... own errors, but compared to naïve or easily available ...mean squared error of the Commission forecast to the root mean squared error of the “no change forecast”, while THEIL2 refers to the ratio ...

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A NEW MODIFIED RATIO ESTIMATOR FOR ESTIMATION OF POPULATION MEAN WHEN MEDIAN OF THE AUXILIARY VARIABLE IS KNOWN

A NEW MODIFIED RATIO ESTIMATOR FOR ESTIMATION OF POPULATION MEAN WHEN MEDIAN OF THE AUXILIARY VARIABLE IS KNOWN

... The modified ratio estimators discussed above are biased but have minimum mean squared errors compared to the usual ratio estimator. The list of estimators given in Table 1.1 uses the known values of the ...

9

Conditional versus unconditional forecasting with the New Area Wide Model of the euro area

Conditional versus unconditional forecasting with the New Area Wide Model of the euro area

... Note: For the NAWM, a BVAR with steady-state prior and two naı̈ve forecasts the random walk and the sample mean, this figure shows the root mean-squared errors RMSEs, in percent of uncond[r] ...

64

False Selection Rate Methods in the Cox Proportional Hazards Model

False Selection Rate Methods in the Cox Proportional Hazards Model

... In this chapter we study the performance of the False Selection Rate variable selection methods, Forward-FSR, LASSO-FSR, and SCAD-FSR, for the Cox proportional haz- ards model by Monte Carlo simulation. We compare these ...

102

A novel method for estimating distributions of body mass index

A novel method for estimating distributions of body mass index

... To determine how well the empirical distribution esti- mated from the method approximates the true distribu- tion, we evaluated the biases and mean squared errors in four key statistics:[r] ...

7

Performance analysis of end to end SNR estimators for AF relaying

Performance analysis of end to end SNR estimators for AF relaying

... Figure 3 shows the root mean squared errors by using 100 samples for the exact end-to-end SNR, the harmonic mean and the minimum hop SNR bound. One sees that for small SNRs, the SNV estimator has higher ...

12

Semiparametric Bayesian Quantile Regression.

Semiparametric Bayesian Quantile Regression.

... mean squared errors for LID. For normal errors, the LID, LID II and LIGPD estimators show comparable or higher efficiency than the QR estimator for all three sample ...

150

Are you sure you are using the correct model? Model Selection and Averaging of Impulse Responses

Are you sure you are using the correct model? Model Selection and Averaging of Impulse Responses

... mean squared errors of all criteria for all coefficient pairs at impulse response horizon 2 with 200 effective observations are ...mean squared error of ...

45

A Very Fast Learning Method for Neural Networks Based on Sensitivity Analysis

A Very Fast Learning Method for Neural Networks Based on Sensitivity Analysis

... of squared errors with respect to the input and output data are ...of squared errors with respect to the intermediate output layer values, which are modified using a standard gradient formula ...

24

Empirical evidence on the relationships between concentration and profitability in Latin American banking

Empirical evidence on the relationships between concentration and profitability in Latin American banking

... Multiple R R-squared Adjusted R-squared F-TEST Observations Degrees of Freedom Multiple Linear Regression - Residual Statistics Standard Error Sum Squared Errors Log Likelihood Durbin-Wa[r] ...

11

Why are survey forecasts superior to model forecasts?

Why are survey forecasts superior to model forecasts?

... the squared forecast errors over all respondents and surveys; the number of NC and non-NC forecasts (either btt or os); and the results of replacing the NC forecasts by the arti…cial ...the squared ...

37

On the generalised sum of squared logarithms inequality

On the generalised sum of squared logarithms inequality

... that Conjecture . might be true for arbitrary n ∈ N. The sum of squared logarithms inequality has immediate important applications in matrix analysis ([]; see also []) as well as in nonlinear elasticity theory ...

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Relationship between incident types and impact on patients in drug name errors: a correlational study

Relationship between incident types and impact on patients in drug name errors: a correlational study

... For these reasons, pharmacy inspectors need to take steps to prevent such inspection errors. As a counter- measure for them, it would be useful for pharmacy in- spectors to confirm additionally the “identification ...

8

The minimum omega squared-method of estimation

The minimum omega squared-method of estimation

... the errors is regarded as a nuisance ...the errors are symmetric and long tailed then (see the next section) choosing F such that it is symmetric and has short tails leads to good robustness properties of ...

170

MAGNITUDE  SQUARED  COHERENCE  BASED  SCA

MAGNITUDE SQUARED COHERENCE BASED SCA

... The rest of the paper is organized as follows. Section 2 reminds some basics about Magnitude Squared Coherence and its first application [6-7] in the context of SCA. Sections 3, 4 and 5 introduce different ...

14

Evaluating point and density forecasts of DSGE models

Evaluating point and density forecasts of DSGE models

... I follow Faust and Wright (2009) in leaving out the period from 1980-1983 from the evaluation as this period was very volatile and might bias the assessment of forecasting accuracy for the whole sample. Therefore, the ...

56

Rapid estimation of nonlinear DSGE models

Rapid estimation of nonlinear DSGE models

... Figure 2: Squared Euler errors for the growth model log scale, shown as a function of zt , calculated for various values of kt−1 , using linear black, quadratic blue and locally linear r[r] ...

39

The squared Commutativity degree of dihedral groups

The squared Commutativity degree of dihedral groups

... The commutativity degree of a finite group is the probability that a random pair of elements in the group commute. Furthermore, the n-th power commutativity degree of a group is a generalization of the commutativity ...

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