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CSDA
2004
81views more  CSDA 2004»
13 years 9 months ago
Isotonic single-index model for high-dimensional database marketing
While database marketers collect vast amounts of customer transaction data, its utilization to improve marketing decisions presents problems. Marketers seek to extract relevant in...
Prasad A. Naik, Chih-Ling Tsai
CSDA
2004
105views more  CSDA 2004»
13 years 9 months ago
Computational aspects of algorithms for variable selection in the context of principal components
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...
Jorge Cadima, J. Orestes Cerdeira, Manuel Minhoto
CSDA
2002
77views more  CSDA 2002»
13 years 9 months ago
Numerically stable cointegration analysis
Cointegration analysis involves the solution of a generalized eigenproblem involving moment matrices and inverted moment matrices. These formulae are unsuitable for actual computa...
Jurgen A. Doornik, R. J. O'Brien
CSDA
2006
97views more  CSDA 2006»
13 years 10 months ago
Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: A possible approach
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 ...
M. Levine
CSDA
2008
65views more  CSDA 2008»
13 years 10 months ago
On the number of principal components: A test of dimensionality based on measurements of similarity between matrices
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...
Stéphane Dray