A comparison of linear and nonlinear statistical techniques in performance attribution

IEEE Transactions on Neural Networks

Volumn 12, Issue 4, 2001, Pages 922-928

  Chan, Ngai Hang ^a,b   Genovese, Christopher R ^b  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Additive models; Bayesian information criterion (BIC); Model selection; Prediction

Indexed keywords

LINEAR SYSTEMS; NEURAL NETWORKS; NONLINEAR SYSTEMS; PERFORMANCE;

BAYESIAN INFORMATION CRITERION; MODEL SELECTION; PERFORMANCE ATTRIBUTION;

STATISTICAL METHODS;

EID: 0035391776     PISSN: 10459227     EISSN: None     Source Type: Journal    
DOI: 10.1109/72.935100     Document Type: Article

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