Distance-based beta regression for prediction of mutual funds
type: Item
instance of: scholarly article
title: Distance-based beta regression for prediction of mutual funds
zbMATH Open document ID: 1443.62209
author: Oscar O. Melo
author: Carlos E. Melo
author: Jorge Mateu
published in: AStA. Advances in Statistical Analysis
publication date: 2018-11-12T00:00:00Z
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 6976284
zbMATH Keywords: distance-based beta regression
zbMATH Keywords: missing data
zbMATH Keywords: mutual funds
zbMATH Keywords: predictions
zbMATH Keywords: principal coordinates analysis
zbMATH Keywords: variable dispersion
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: s10182-014-0232-6
OpenAlex ID: W2091325827
cites work: Q3704762
cites work: Selection of Predictors in Distance-Based Regression
cites work: Implementing PLS for distance-based regression: computational issues
cites work: Distance-based local linear regression for functional predictors
cites work: Nonlinear quasi-likelihood models: applications to continuous proportions
cites work: Q3976291
cites work: Some computational aspects of a distance—based model for prediction
cites work: Q4800136
cites work: Influence diagnostics in beta regression
cites work: On beta regression residuals
cites work: Interaction Terms in Distance-Based Regression
cites work: Beta Regression for Modelling Rates and Proportions
cites work: Diagnostic tools in beta regression with varying dispersion
cites work: A similarity-based approach to prediction
cites work: Adding a point to vector diagrams in multivariate analysis
cites work: Ridge Regression: Applications to Nonorthogonal Problems
cites work: Ridge Regression: Biased Estimation for Nonorthogonal Problems
cites work: Regression analysis of variates observed on (0, 1): percentages, proportions and fractions
cites work: Bias reduction in exponential family nonlinear models
cites work: A generic algorithm for reducing bias in parametric estimation
cites work: ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS
cites work: Q4779059
cites work: Q5747289
cites work: Q3998435
cites work: Generalized, linear, and mixed models
cites work: Numerical Optimization
cites work: Improved point and interval estimation for a beta regression model
cites work: Inflated beta distributions
cites work: Q3376534
cites work: Improved estimators for a general class of beta regression models
cites work: Improved maximum likelihood estimation in a new class of beta regression models
DOI: 10.1007/S10182-014-0232-6
Recommended article: Improved Forecasting of Mutual Fund Alphas and Betas*
Recommended article: A distribution-free approach to estimating best response values with application to mutual fund performance modeling
Recommended article: A robust nonparametric approach to evaluate and explain the performance of mutual funds
Recommended article: Semi-absolute deviation rule for mutual funds portfolio selection
Recommended article: Influence measures in beta regression models through distance between distributions
Recommended article: Selection of Predictors in Distance-Based Regression
Recommended article: Q4611012
Recommended article: Q4546291
Recommended article: Q3365823
Recommended article: Q3779953
description: scientific article; zbMATH DE number 6976284