统计学习理论与计量经济学之间的联系:在经济学、金融和市场营销中的应用

The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing

Econometric Reviews · 2010
被引 3
人大 A-ABS 3

中文导读

该特刊汇集了统计学习理论与计量经济学两个领域,包含十篇创新文章,旨在推动在经济学、金融和市场营销中的新应用。

Abstract

Statistical Learning refers to statistical aspects of automated extraction of regularities (structure) in datasets. It is a broad area which includes neural networks, regression-trees, nonparametric statistics and sieve approximation, boosting, mixtures of models, computational complexity, computational statistics, and nonlinear models in general. Although Statistical Learning Theory and Econometrics are closely related, much of the development in each of the areas is seemingly proceeding independently. This special issue brings together these two areas, and is intended to stimulate new applications and appreciation in economics, finance, and marketing. This special volume contains ten innovative articles covering a broad range of relevant topics.

统计学习理论计量经济学非参数方法机器学习