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    CSDA
    2010
    100views more  CSDA 2010»
    Joint forecasts of Dow Jones stocks under general multivariate loss function
    13 years 10 months ago
    Joint forecasts of Dow Jones stocks under general multivariate loss function
    Download  www.socialpolitik.ovgu.de
    Tansel Alp, Matei Demetrescu
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    CSDA
    2010
    78views more  CSDA 2010»
    Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
    13 years 10 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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    CSDA
    2010
    177views more  CSDA 2010»
    Polynomial Trendline function flaws in Microsoft Excel
    13 years 10 months ago
    Polynomial Trendline function flaws in Microsoft Excel
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    Bruce R. Hargreaves, Thomas P. McWilliams
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    CSDA
    2010
    133views more  CSDA 2010»
    Optimized fixed-size kernel models for large data sets
    13 years 10 months ago
    Optimized fixed-size kernel models for large data sets
    Download  ftp.esat.kuleuven.ac.be
    A modified active subset selection method based on quadratic R
    Kris De Brabanter, Jos De Brabanter, Johan A. K. S...
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    CSDA
    2010
    95views more  CSDA 2010»
    Bayesian projection approaches to variable selection in generalized linear models
    13 years 11 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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    CSDA
    2010
    118views more  CSDA 2010»
    Robust exponential smoothing of multivariate time series
    13 years 11 months ago
    Robust exponential smoothing of multivariate time series
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    Christophe Croux, Sarah Gelper, Koen Mahieu
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    CSDA
    2010
    98views more  CSDA 2010»
    Sparse CCA using a Lasso with positivity constraints
    13 years 11 months ago
    Sparse CCA using a Lasso with positivity constraints
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    Anastasia Lykou, Joe Whittaker
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    CSDA
    2010
    100views more  CSDA 2010»
    Least squares estimation of nonlinear spatial trends
    13 years 11 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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    CSDA
    2010
    111views more  CSDA 2010»
    Mixtures of regressions with predictor-dependent mixing proportions
    14 years 20 days 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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    CSDA
    2010
    173views more  CSDA 2010»
    Time-varying joint distribution through copulas
    14 years 20 days 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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