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Fri, 7 Jun 2024 (continued, showing 5 of 53 entries)

[61]  arXiv:2406.03954 [pdf, other]
Title: Estimation of Out-of-Sample Sharpe Ratio for High Dimensional Portfolio Optimization
Authors: Xuran Meng, Yuan Cao, Weichen Wang
Subjects: Statistics Theory (math.ST)
[62]  arXiv:2406.03924 [pdf, other]
Title: Statistical Multicriteria Benchmarking via the GSD-Front
Authors: Christoph Jansen (1), Georg Schollmeyer (2), Julian Rodemann (2), Hannah Blocher (2), Thomas Augustin (2) ((1) Lancaster University Leipzig, (2) Ludwig-Maximilians-Universität München)
Comments: CJ, GS,JR and HB equally contributed to this work
Subjects: Machine Learning (stat.ML); Machine Learning (cs.LG); Methodology (stat.ME)
[63]  arXiv:2406.03900 [pdf, other]
Title: Enhanced variable selection for boosting sparser and less complex models in distributional copula regression
Authors: Annika Strömer, Nadja Klein, Christian Staerk, Florian Faschingbauer, Hannah Klinkhammer, Andreas Mayr
Subjects: Methodology (stat.ME); Applications (stat.AP)
[64]  arXiv:2406.03861 [pdf, other]
Title: Small area estimation with generalized random forests: Estimating poverty rates in Mexico
Authors: Nicolas Frink, Timo Schmid
Subjects: Methodology (stat.ME)
[65]  arXiv:2406.03821 [pdf, other]
Title: Bayesian generalized method of moments applied to pseudo-observations in survival analysis
Authors: Léa Orsini (U1018 (Équipe 2)), Caroline Brard, Emmanuel Lesaffre, Guosheng Yin (DSAS), David Dejardin, Gwénaël Le Teuff (U1018 (Équipe 2))
Subjects: Applications (stat.AP); Methodology (stat.ME)
[ total of 336 entries: 1-5 | ... | 46-50 | 51-55 | 56-60 | 61-65 | 66-70 | 71-75 | 76-80 | ... | 336 ]
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