Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory
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- Jeff Dominitz & Charles F. Manski, 2024. "Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory," Papers 2403.11016, arXiv.org, revised May 2024.
References listed on IDEAS
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More about this item
JEL classification:
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2024-04-22 (Econometrics)
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