One of the most important problems in the statistical analysis of stochastic processes is statistical prediction. Many people have worked on that topic but we do not have enough space here to quote them all. However it is interesting to point out that Akaike wrote a paper on prediction in 1969, and that the famous Akaike criterion is based on the prediction error. Since the best probabilistic p...

Using financial ratio data from 2006 and 2007, this study uses a three-fold cross validation scheme to compare the classification and prediction of bankrupt firms by robust logistic regression with the Bianco and Yohai (BY) estimator versus maximum likelihood (ML) logistic regression. With both the 2006 and 2007 data, BY robust logistic regression improves both the classification of bankrupt fi...

a quantitative structure-activity relationship (qsar) study was conducted for the prediction of inhibitory activity of 1-phenyl[2h]-tetrahydro-triazine-3-one analogues as inhibitors of 5-lipoxygenase. the inhibitory activities of the 1-phenyl[2h]-tetrahydro-triazine-3-one analogues modeled as a function of molecular structures using chemometrics methods such as multiple linear regression (mlr) ...