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NYU: IOMS: Statistics Working Papers (Topic)

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Viewing: 1 - 50 of 94 papers

1.

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 46
2.

Limit Laws in Trasnaction-Level Asset Price Models

NYU Working Paper No. 2451/31584
Number of pages: 49 Posted: 10 Sep 2013
Working Paper Series
University of California, Davis, University of Utah - Department of Mathematics, Stern School of Business, New York University and Université d'Évry

Multiple version iconThere are 2 versions of this paper

Downloads 17
3.

Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Regressions using the Restricted Likelihood

NYU Working Paper No. 2451/28231
Number of pages: 48 Posted: 10 Sep 2013
Working Paper Series
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 8
4.

Assessing the Difference between Shock Sharing and Demand Sharing in Supply Chains

NYU Working Paper No. 2451/31629
Number of pages: 48 Posted: 24 Apr 2013
Working Paper Series
Independent, Independent and Stern School of Business, New York University
Downloads 17
5.

Minimax and the Value of Information

NYU Working Paper No. 2451/31541
Number of pages: 9 Posted: 26 Feb 2013
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 24
6.

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 536
7.

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 63
8.

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 44
9.

Possible Sharing Arrangements in Arma Supply Chains

NYU Working Paper No. 2451/31630
Number of pages: 27 Posted: 10 Oct 2012
Working Paper Series
Independent, Independent and Stern School of Business, New York University
Downloads 11
10.

Assessing the Value of Demand Sharing in Supply Chains

NYU Working Paper No. ;SOR-2012-04
Number of pages: 27 Posted: 07 Oct 2012
Working Paper Series
Independent, Independent and Stern School of Business, New York University
Downloads 37
11.

Assessing the Difference between Shock Sharing and Demand Sharing Insupply Chains

NYU Working Paper No. SOR-2012-03
Number of pages: 48 Posted: 05 Oct 2012
Working Paper Series
Independent, Independent and Stern School of Business, New York University
Downloads 14
12.

Limit Laws in Transaction-Level Asset Price Models

NYU Working Paper No. SOR-2012-02
Number of pages: 49 Posted: 21 Jul 2012
Working Paper Series
University of California, Davis, University of Utah - Department of Mathematics, Stern School of Business, New York University and Université d'Évry

Multiple version iconThere are 2 versions of this paper

Downloads 12
13.

A Note on an Example from Savage

NYU Working Paper No. ;SOR-2012-01
Number of pages: 7 Posted: 21 Apr 2012
Working Paper Series
Independent
Downloads 23
14.

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

NYU Working Paper No. SOR-2011-02
Number of pages: 13 Posted: 19 Nov 2011
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 21
15.

The Averaged Periodogram Estimator for a Power Law in Coherency

NYU Working Paper No. 2451/31260
Number of pages: 40 Posted: 29 Sep 2011
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and Stern School of Business, New York University

Multiple version iconThere are 2 versions of this paper

Downloads 21
16.

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 103
17.

The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series

NYU Working Paper No. 2451/28230
Number of pages: 15 Posted: 08 Sep 2009
Working Paper Series
Texas A&M University - Department of Statistics and Stern School of Business, New York University

Multiple version iconThere are 2 versions of this paper

Downloads 27
18.

Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Likelihoodictive Regressions Using the Restricted Likelihood

NYU Working Paper No. SOR-2009-06
Number of pages: 48 Posted: 08 Sep 2009
Working Paper Series
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 19
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 University of Illinois at Urbana Champaign
Downloads 90
20.

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 168
21.

Limit Laws in Transaction-Level Asset Price Models

NYU Working Paper No. CEDER-09-02
Number of pages: 22 Posted: 08 Jun 2009
Working Paper Series
University of California, Davis, University of Utah - Department of Mathematics and Stern School of Business, New York University
Downloads 37
22.

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 45
23.

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 69
24.

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 96
25.

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 149
26.

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 134
27.

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 124
28.

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
29.

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 106
30.

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 87
31.

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 63
32.

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 57
33.

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
34.

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 47
35.

Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized Volatility

NYU Working Paper No. SOR-2007-3
Number of pages: 40 Posted: 03 Nov 2008
Working Paper Series
Stern School of Business, New York University, Stern School of Business, New York University, Université d'Évry and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 32
36.

Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend

NYU Working Paper No. SOR-2002-6
Number of pages: 28 Posted: 03 Nov 2008
Working Paper Series
Stern School of Business, New York University, INRA-AgroParisTech - Department Mathematical Modeling and Université d'Évry
Downloads 18
37.

Economic Trade: A Solution to the Production Frontier of Two Economies in Trade

NYU Working Paper No. SOR-2005-6
Number of pages: 5 Posted: 03 Nov 2008
Working Paper Series
affiliation not provided to SSRN
Downloads 16
38.

¬Slast Licks�: Do They Really Help?

NYU Working Paper No. SOR-2005-3
Number of pages: 22 Posted: 03 Nov 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 9
39.

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, University of Illinois at Urbana Champaign and New York University (NYU) - Leonard N. Stern School of Business
Downloads 189
40.

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 150
41.

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 103
42.

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 Corporation - Thomas 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 80
43.

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 69
44.

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 51
45.

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 47
46.

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 Corporation - Thomas J. Watson Research Center

Multiple version iconThere are 4 versions of this paper

Downloads 42
47.

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 Corporation - Thomas J. Watson Research Center

Multiple version iconThere are 4 versions of this paper

Downloads 41
48.

Solving a Class of Traveling Salesman Problems Analytically

NYU Working Paper No. SOR-2003-6
Number of pages: 5 Posted: 03 Nov 2008
Working Paper Series
affiliation not provided to SSRN
Downloads 35
49.

Predictive Regressions: A Reduced-Bias Estimation Method

NYU Working Paper No. SOR-2002-7
Number of pages: 46 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 34
50.

Model Selection in Regression Based on Presmoothing

NYU Working Paper No. SOR-2006-2
Number of pages: 24 Posted: 03 Nov 2008
Working Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN and New York University (NYU) - Leonard N. Stern School of Business
Downloads 30