288 search results - page 32 / 58 » Robust Regression and Lasso |
JAMDS
2000
13 years 7 months ago
2000
Bian and Dickey (1996) developed a robust Bayesian estimator for the vector of regression coefficients using a Cauchy-type g-prior. This estimator is an adaptive weighted average o...
AI
2010
Springer
13 years 2 months ago
2010
Springer
Abstract. In this paper, we test some of the most commonly used classifiers to identify which ones are the most robust to changing environments. The environment may change over tim...
Lecture Notes
These notes cover several topics such as Univariate Time Series Analysis, The Distribution of a Sample Average, Least Squares, Instrumental Variable Method, Simulating the Finite S...
PC
2010
13 years 6 months ago
2010
• ‘Constructing 130/30-Portfolios with the Omega Ratio’, http://ssrn.com/abstract=1464798 (forthcoming, Journal of Asset Management), (with E. Schumann, G. di Tollo, G. Cabej...
IPSN
2005
Springer
14 years 1 months ago
2005
Springer
— Many inference problems that arise in sensor networks require the computation of a global conclusion that is consistent with local information known to each node. A large class...