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M-estimator
Results: 410

#	Item
201	The Statistics of Sharpe Ratios Andrew W. Lo The building blocks of the Sharpe ratio—expected returns and volatilities— are unknown quantities that must be estimated statistically and are, therefore, subject to estim Add to Reading List Source URL: edge-fund.com Language: English - Date: 2005-10-27 17:23:24 Econometrics Statistical inference Data analysis Sharpe ratio Normal distribution M-estimator Estimator Heteroscedasticity-consistent standard errors Generalized method of moments Statistics Estimation theory Statistical theory
202	Dirty Statistical Models Pradeep Ravikumar Department of Computer Science University of Texas at Austin [removed] Add to Reading List Source URL: www.cs.utexas.edu Language: English - Date: 2013-11-07 09:47:43 Econometrics Regression analysis M-estimators Loss function Linear regression Parametric model Consistent estimator Regularization Degrees of freedom Statistics Estimation theory Statistical theory
203	Efficient Regret Bounds for Online Bid Optimisation in Budget-Limited Sponsored Search Auctions Long Tran-Thanh1 , Lampros Stavrogiannis1 , Victor Naroditskiy1 Valentin Robu1 , Nicholas R Jennings1 and Peter Key2 1: Univ Add to Reading List Source URL: research.microsoft.com Language: English - Date: 2014-06-20 12:31:45 Analysis of algorithms Estimation theory Normal distribution M-estimator Time complexity Asymptotically optimal algorithm Algorithm Multi-armed bandit Statistics Theoretical computer science Applied mathematics
204	Discussion paper[removed]Two-way models for gravity Koen Jochmans Add to Reading List Source URL: spire.sciencespo.fr Language: English M-estimator Estimator Generalized method of moments Fixed effects model Maximum likelihood Least squares Regression analysis Statistics Estimation theory Efficient estimator
205	Learning from Ambiguously Labeled Images Timothee Cour, Benjamin Sapp, Chris Jordan, Ben Taskar University of Pennsylvania 3330, Walnut Street {timothee,bensapp,wjc,taskar}@seas.upenn.edu Add to Reading List Source URL: homes.cs.washington.edu Language: English - Date: 2013-04-28 17:51:48 Statistical classification Elementary mathematics Semantics Function Supervised learning Support vector machine Ambiguity Linear classifier M-estimator Statistics Machine learning Mathematics
206	Dealer Polling in the Presence of Possibly Noisy Reporting Jeremy Berkowitz Federal Reserve Board Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-09-12 17:50:03 Estimation theory Truncated mean Estimator L-estimator Bias of an estimator Winsorising M-estimator Efficiency Maximum likelihood Statistics Statistical theory Robust statistics
207	Forecasting "High" and "Low" of financial time series by Particle systems and Kalman filters S. DABLEMONT, S. VAN BELLEGEM, M. VERLEYSEN Université catholique de Louvain, Machine Learning Group, DICE 3, Place du Levant, Add to Reading List Source URL: perso.uclouvain.be Language: English - Date: 2009-02-25 10:57:00 Electronic engineering Robot control Linear filters Markov models Kalman filter Particle filter Maximum likelihood Bayes estimator Unscented transform Statistics Estimation theory Control theory
208	A method of moments estimator of tail dependence Add to Reading List Source URL: bib.irb.hr Language: English - Date: 2009-05-20 07:18:32 Statistical inference M-estimators Statistical models Maximum likelihood Normal distribution Estimator Covariance Consistent estimator Parametric model Statistics Estimation theory Statistical theory
209	The Statistics of Sharpe Ratios Andrew W. Lo The building blocks of the Sharpe ratio—expected returns and volatilities— are unknown quantities that must be estimated statistically and are, therefore, subject to estim Add to Reading List Source URL: w.edge-fund.com Language: English - Date: 2005-10-27 17:23:24 Econometrics Statistical inference Data analysis Sharpe ratio Normal distribution M-estimator Estimator Heteroscedasticity-consistent standard errors Generalized method of moments Statistics Estimation theory Statistical theory
210	NBER WORKING PAPER SERIES A SCORE BASED APPROACH TO WILD BOOTSTRAP INFERENCE Patrick M. Kline Andres Santos Working Paper 16127 Add to Reading List Source URL: www.nber.org Language: English - Date: 2011-12-05 14:17:27 Statistical theory Regression analysis Parametric statistics Bootstrapping Resampling M-estimator T-statistic Ordinary least squares Linear regression Statistics Estimation theory Statistical inference

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