We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
Marginal maximum likelihood estimation is commonly used to estimate logistic-normal models. In this approach, the contribution of random effects to the likelihood is represented a...
A complex trait like crop yield is determined by its component traits. Multivariable conditional analysis in a general mixed linear model is helpful in dissecting the gene express...
Jixiang Wu, Dongfeng Wu, Johnie N. Jenkins Jr., Ja...
Finite mixtures of parametric distributions are often used to model data of which it is known or suspected that there are subpopulations. Instead of a parametric model, a penalize...
A new method is proposed to estimate the nonlinear functions in an additive regression model. Usually, these functions are estimated by penalized least squares, penalizing the cur...