The greedy search approach to variable selection in regression trees with constant fits is considered. At each node, the method usually compares the maximally selected statistic a...
Using a B-spline representation for splines with knots seen as free variables, the approximation to data by splines improves greatly. The main limitations are the presence of too ...
A common approach to split selection in classification trees is to search through all possible splits generated by predictor variables. A splitting criterion is then used to evalu...
We propose a copula based statistical method of fitting joint cumulative returns between a market index and a stock from the index family to daily data. Modifying the method of in...
The goal of discriminant analysis is to obtain rules that describe the separation between groups of observations. Moreover it allows to classify new observations into one of the k...
We present an algorithm for computing the probability density function of the product of two independent random variables, along with an implementation of the algorithm in a compu...