While database marketers collect vast amounts of customer transaction data, its utilization to improve marketing decisions presents problems. Marketers seek to extract relevant in...
Variable selection consists in identifying a k-subset of a set of original variables that is optimal for a given criterion of adequate approximation to the whole data set. Several...
Cointegration analysis involves the solution of a generalized eigenproblem involving moment matrices and inverted moment matrices. These formulae are unsuitable for actual computa...
A possible approach to bandwidth selection for difference-based variance estimators in the nonparametric regression is proposed. The approach is based on the crossvalidation-type ...
An important problem in principal component analysis (PCA) is the estimation of the correct number of components to retain. PCA is most often used to reduce a set of observed vari...