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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 513
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 373
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 209
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 189
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 156
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 148
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 130
9.

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 127
10.

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
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 120
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 111
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.

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 100
16.

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
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 98
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 93
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 85
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.

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 73
23.

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
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 64
26.

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 61
27.

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 61
28.

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
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 59
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.

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
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.

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 46
35.

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
36.

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 45
37.

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
38.

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
39.

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 43
40.

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
41.

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
42.

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 42
43.

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
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 41
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 41
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 - T. J. Watson Research Center

Multiple version iconThere are 4 versions of this paper

Downloads 40
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 39
48.

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
49.

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
50.

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