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26

CSDA
2010

100views more CSDA 2010»

Joint forecasts of Dow Jones stocks under general multivariate loss function

13 years 9 months ago

Joint forecasts of Dow Jones stocks under general multivariate loss function

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Tansel Alp, Matei Demetrescu

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25

CSDA
2010

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Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis

13 years 9 months ago

Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis

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E. Rossi, F. Spazzini

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31

CSDA
2010

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Polynomial Trendline function flaws in Microsoft Excel

13 years 9 months ago

Polynomial Trendline function flaws in Microsoft Excel

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Bruce R. Hargreaves, Thomas P. McWilliams

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43

CSDA
2010

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Optimized fixed-size kernel models for large data sets

13 years 9 months ago

Optimized fixed-size kernel models for large data sets

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A modified active subset selection method based on quadratic R

Kris De Brabanter, Jos De Brabanter, Johan A. K. S...

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29

CSDA
2010

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Bayesian projection approaches to variable selection in generalized linear models

13 years 10 months ago

Bayesian projection approaches to variable selection in generalized linear models

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David J. Nott, Chenlei Leng

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29

CSDA
2010

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Robust exponential smoothing of multivariate time series

13 years 10 months ago

Robust exponential smoothing of multivariate time series

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Christophe Croux, Sarah Gelper, Koen Mahieu

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29

CSDA
2010

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Sparse CCA using a Lasso with positivity constraints

13 years 10 months ago

Sparse CCA using a Lasso with positivity constraints

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Anastasia Lykou, Joe Whittaker

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31

CSDA
2010

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Least squares estimation of nonlinear spatial trends

13 years 10 months ago

Least squares estimation of nonlinear spatial trends

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The goal of this work is to study the asymptotic and finite sample properties of an estimator of a nonlinear regression function when errors are spatially correlated, and when the...

Rosa M. Crujeiras, Ingrid Van Keilegom

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29

CSDA
2010

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Mixtures of regressions with predictor-dependent mixing proportions

13 years 11 months ago

Mixtures of regressions with predictor-dependent mixing proportions

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We extend the standard mixture of linear regressions model by allowing mixing proportions to be modeled nonparametrically as a function of the predictors. This framework allows fo...

D. S. Young, D. R. Hunter

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51

CSDA
2010

173views more CSDA 2010»

Time-varying joint distribution through copulas

13 years 11 months ago

Time-varying joint distribution through copulas

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This paper deals with the analysis of temporal dependence in multivariate highfrequency time series data. The dependence structure between the marginal series is modelled through ...

M. Concepcion Ausin, Hedibert F. Lopes

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