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NYU: IOMS: Statistics Working Papers (Topic)

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Viewing: 1 - 50 of 94 papers

1.

Machine Learning for Targeted Display Advertising: Transfer Learning in Action

NYU Working Paper No. 2451/31829
Number of pages: 21 Posted: 21 Feb 2013
Working Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 499
2.

Evaluating Density Forecasts with Applications to Financial Risk Management

NYU Working Paper No. SOR-98-6
Number of pages: 22 Posted: 31 Oct 2008
Working Paper Series
University of Pennsylvania - Department of Economics, affiliation not provided to SSRN and Singapore Management University - School of Economics
Downloads 372
3.

Predicting Movie Grosses: Winners and Losers, Blockbusters and Sleepers

NYU Working Paper No. SOR-99-8
Number of pages: 40 Posted: 31 Oct 2008
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and affiliation not provided to SSRN
Downloads 205
4.

Robust Analysis of Variance: Process Design and Quality Improvement

NYU Working Paper No. SOR-2005-4
Number of pages: 23 Posted: 03 Nov 2008
Working Paper Series
Independent, Indian School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 187
5.

Re-Em Trees: A New Data Mining Approach for Longitudinal Data

NYU Working Paper No. 2451/28094
Number of pages: 35 Posted: 15 Jul 2009
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 153
6.

Tobit Model Estimation and Sliced Inverse Regression

NYU Working Paper No. SOR-2006-1
Number of pages: 22 Posted: 03 Nov 2008
Working Paper Series
North Carolina State University, New York University (NYU) - Leonard N. Stern School of Business and University of California, Davis - Graduate School of Management
Downloads 147
7.

Score Tests for the Single Index Model

NYU Working Paper No. SOR-2000-5
Number of pages: 10 Posted: 31 Oct 2008
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and University of California, Davis - Graduate School of Management
Downloads 135
8.

Discrete Quantile Estimation

NYU Working Paper No. SOR-2007-2
Number of pages: 24 Posted: 03 Nov 2008
Working Paper Series
New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 129
9.

Estimation in the Mixture of Markov Chains

NYU Working Paper No. SOR-2003-4
Number of pages: 23 Posted: 03 Nov 2008
Working Paper Series
New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 123
10.

An Empirical Study of Factors Relating to the Success of Broadway Shows

NYU Working Paper No. SOR-2000-9
Number of pages: 16 Posted: 31 Oct 2008
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and Rider University
Downloads 121
11.

Predictive Regressions: A Reduced-Bias Estimation Method

NYU Working Paper No. SOR-2004-1
Number of pages: 65 Posted: 03 Nov 2008
Working Paper Series
New York University - Stern School of Business and Stern School of Business, New York University

Multiple version iconThere are 5 versions of this paper

Downloads 114
12.

Using Order Statistics to Estimate Probabilities of Purchase for Consumer Goods

NYU Working Paper No. SOR-2002-8
Number of pages: 43 Posted: 03 Nov 2008
Working Paper Series
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 114
13.

Structural Change Tests in Tail Behaviour and the Asian Crisis

NYU Working Paper No. SOR-99-2
Number of pages: 32 Posted: 31 Oct 2008
Working Paper Series
Simon School, University of Rochester, New York University (NYU) and Yale University - Cowles Foundation
Downloads 109
14.

Estimation in the Continuous Time Mover-Stayer Model with an Application to Bond Ratings Migration

NYU Working Paper No. SOR-2003-2
Number of pages: 24 Posted: 03 Nov 2008
Working Paper Series
New York University (NYU) - Department of Information, Operations, and Management Sciences and IIM Udaipur

Multiple version iconThere are 2 versions of this paper

Downloads 104
15.

Semiparametric and Additive Model Selection Using an Improved Akaike Information Criterion

NYU Working Paper No. SOR-97-12
Number of pages: 20 Posted: 31 Oct 2008
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and University of California, Davis - Graduate School of Management
Downloads 100
16.

Robust Weighted Lad Regression

NYU Working Paper No. SOR-2004-5
Number of pages: 22 Posted: 03 Nov 2008
Working Paper Series
Independent, New York University (NYU) - Leonard N. Stern School of Business and affiliation not provided to SSRN
Downloads 99
17.

Predictive Regression with Order-P Autoregressive Predictor

NYU Working Paper No. 2451/28470
Number of pages: 36 Posted: 06 Jan 2010
Working Paper Series
New York University - Stern School of Business, Stern School of Business, New York University and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 95
18.

Computationally Efficient Gaussian Maximum Likelihood Methods for Vector ARFIMA Models

NYU Working Paper No. SOR-2008-2
Number of pages: 94 Posted: 16 Nov 2008
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and Stern School of Business, New York University
Downloads 92
19.

Forecasting and Information Sharing in Supply Chains Under Quasi-ARMA Demand

NYU Working Paper No. SOR-2009-04
Number of pages: 37 Posted: 11 Aug 2009
Working Paper Series
Independent, Stern School of Business, New York University and Indian School of Business
Downloads 89
20.

A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects

NYU Working Paper No. SOR-2006-4
Number of pages: 84 Posted: 03 Nov 2008 Last Revised: 06 Jun 2009
Working Paper Series
Stern School of Business, New York University and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 84
21.

Predictive Regressions: A Reduced-Bias Estimation Method

NYU Working Paper No. SOR-2002-3
Number of pages: 65 Posted: 31 Oct 2008
Working Paper Series
New York University - Stern School of Business and Stern School of Business, New York University

Multiple version iconThere are 5 versions of this paper

Downloads 76
22.

Alternative Methods of Linear Regression

NYU Working Paper No. SOR-98-3
Number of pages: 14 Posted: 31 Oct 2008
Working Paper Series
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 72
23.

Tree Induction Vs Logistic Regression: A Learning Curve Analysis

NYU Working Paper No. SOR-2001-6
Number of pages: 48 Posted: 03 Nov 2008
Working Paper Series
IBM - T. J. Watson Research Center, New York University and New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 72
24.

Three Sides of Smoothing: Categorical Data Smoothing, Nonparametric Regression, and Density Estimation

NYU Working Paper No. SOR-97-3
Number of pages: 21 Posted: 31 Oct 2008
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business
Downloads 71
25.

On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series

NYU Working Paper No. SOR-2004-3
Number of pages: 22 Posted: 03 Nov 2008
Working Paper Series
Texas A&M University - Department of Statistics, Stern School of Business, New York University and affiliation not provided to SSRN
Downloads 61
26.

Tracing the Source of Long Memory in Volatility

NYU Working Paper No. SOR-2005-2
Number of pages: 40 Posted: 03 Nov 2008
Working Paper Series
Stern School of Business, New York University, affiliation not provided to SSRN and Stern School of Business, New York University
Downloads 61
27.

An Investigation of Missing Data Methods for Classification Trees

NYU Working Paper No. SOR-2008-1
Number of pages: 43 Posted: 16 Nov 2008
Working Paper Series
affiliation not provided to SSRN and New York University (NYU) - Leonard N. Stern School of Business
Downloads 60
28.

Estimation of Long Memory in Volatility

NYU Working Paper No. SOR-2000-14
Number of pages: 15 Posted: 31 Oct 2008
Working Paper Series
Stern School of Business, New York University and affiliation not provided to SSRN
Downloads 60
29.

Activism's Impact on Diversified Investors and the Market

NYU Working Paper No. 2451/31697
Number of pages: 45 Posted: 26 Jan 2013
Working Paper Series
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 58
30.

A Mathematical Programming Approach for Improving the Robustness of Lad Regression

NYU Working Paper No. SOR-2004-2
Number of pages: 22 Posted: 03 Nov 2008
Working Paper Series
Independent, affiliation not provided to SSRN and New York University (NYU) - Leonard N. Stern School of Business
Downloads 55
31.

Maximum Likelihood Estimation of Hidden Markov Processes

NYU Working Paper No. SOR-2001-3
Number of pages: 17 Posted: 31 Oct 2008
Working Paper Series
New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 52
32.

Financial Buyers in Takeovers: Focus on Cost Efficiency

NYU Working Paper No. SOR-2003-3
Number of pages: 23 Posted: 03 Nov 2008
Working Paper Series
New York University (NYU) - Department of Information, Operations, and Management Sciences, New York University (NYU) - Department of Economics and STP Advisory Services, LLC

Multiple version iconThere are 3 versions of this paper

Downloads 51
33.

Estimating Long Memory in Volatility

NYU Working Paper No. SOR-2002-2
Number of pages: 26 Posted: 03 Nov 2008
Working Paper Series
Stern School of Business, New York University, Ecole Nationale Superieure des Telecommunications and Université d'Évry
Downloads 50
34.

Semiparametric Estimation of Fractional Cointegrating Subspaces

NYU Working Paper No. SOR-2004-4
Number of pages: 48 Posted: 03 Nov 2008
Working Paper Series
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 46
35.

Spectral Tests of the Martingale Hypothesis Under Conditional Heteroscedasticity

NYU Working Paper No. SOR-97-6
Number of pages: 25 Posted: 31 Oct 2008
Working Paper Series
Stern School of Business, New York University
Downloads 45
36.

Cointegration and Long-Horizon Forecasting

NYU Working Paper No. SOR-98-8
Number of pages: 36 Posted: 31 Oct 2008
Working Paper Series
University of Toronto - Rotman School of Management and University of Pennsylvania - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 44
37.

Multistep Forecasting of Long Memory Series Using Fractional Exponential Models

NYU Working Paper No. SOR-2000-10
Number of pages: 13 Posted: 31 Oct 2008
Working Paper Series
Stern School of Business, New York University
Downloads 44
38.

A Small Sample Study of Goodness-of-Fit Tests for Time Series Models

NYU Working Paper No. SOR-2000-8
Number of pages: 15 Posted: 31 Oct 2008
Working Paper Series
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 43
39.

Approximating Separable Nonlinear Functions Via Mixed Zero-One Programs

NYU Working Paper No. SOR-99-4
Number of pages: 10 Posted: 31 Oct 2008
Working Paper Series
affiliation not provided to SSRN
Downloads 43
40.

Drift in Transcation-Level Asset Price Models

NYU Working Paper No. 2451/31652
Number of pages: 16 Posted: 22 Nov 2012
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business, Stern School of Business, New York University and Université d'Évry
Downloads 43
41.

A Pure-Jump Transaction-Level Price Model Yielding

NYU Working Paper No. SOR-2009-1
Number of pages: 84 Posted: 20 Jan 2009
Working Paper Series
Stern School of Business, New York University and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 42
42.

Efficiency and Consistency for Regularization Parameter Selection in Penalized Regression: Asymptotics and Finite-Sample Corrections

NYU Working Paper No. 2451/31317
Number of pages: 39 Posted: 10 Sep 2013
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business, Stern School of Business, New York University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 42
43.

An Investigation of Missing Data Methods for Classiffcation Trees

NYU Working Paper No. SOR-2006-3
Number of pages: 43 Posted: 03 Nov 2008
Working Paper Series
affiliation not provided to SSRN and New York University (NYU) - Leonard N. Stern School of Business
Downloads 40
44.

The Emergence of Concentrated Ownership and the Rebalancing of Portfolios Due to Shareholder Activism in a Financial Market Equilibrium

NYU Working Paper No. SOR-2000-1
Number of pages: 39 Posted: 31 Oct 2008
Working Paper Series
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Information, Operations, and Management Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 40
45.

The Local Whittle Estimator of Long Memory Stochastic Volatility

NYU Working Paper No. SOR-2003-5
Number of pages: 22 Posted: 03 Nov 2008
Working Paper Series
Stern School of Business, New York University and IBM - T. J. Watson Research Center

Multiple version iconThere are 4 versions of this paper

Downloads 40
46.

Cost Inefficiency, Size of Firms and Takeovers

NYU Working Paper No. SOR-2001-4
Number of pages: 24 Posted: 31 Oct 2008
Working Paper Series
STP Advisory Services, LLC, New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Economics

Multiple version iconThere are 4 versions of this paper

Downloads 39
47.

Bootstrapping Multivariate Spectra

NYU Working Paper No. SOR-98-9
Number of pages: 11 Posted: 31 Oct 2008
Working Paper Series
University of Houston - Department of Finance and University of Pennsylvania - Department of Economics
Downloads 38
48.

Parametric Estimation of Hazard Functions with Stochastic Covariate Processes

NYU Working Paper No. SOR-97-11
Number of pages: 15 Posted: 31 Oct 2008
Working Paper Series
affiliation not provided to SSRN and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 38
49.

The Local Whittle Estimator of Long Memory Stochastic Volatility

NYU Working Paper No. SOR-2001-1
Number of pages: 29 Posted: 03 Nov 2008
Working Paper Series
Stern School of Business, New York University and IBM - T. J. Watson Research Center

Multiple version iconThere are 4 versions of this paper

Downloads 38
50.

Were the 1996-2000 Yankees the Best Baseball Team Ever?

NYU Working Paper No. SOR-2001-2
Number of pages: 19 Posted: 31 Oct 2008
Working Paper Series
New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Leonard N. Stern School of Business
Downloads 37