Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (Q82911): Difference between revisions

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+Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing
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-scientific article from arXiv
+scientific article; zbMATH DE number 6541152
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+February 2016Timestamp +2016-02-11T00:00:00Z
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++2016-02-11T00:00:00Z
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+Robert B. Gramacy
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+Ester Pantaleo
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+.1214/10-BA602
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+Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (English)
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+.91185
@@ Property / zbMATH Open document ID: 1330.91185 / rank @@
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+Bayesian Analysis
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+https://arxiv.org/abs/0907.2135
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+https://projecteuclid.org/euclid.ba/1340218338
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+6541152
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+multivariate
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+monotone missing data
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+data augmentation
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+ridge regression
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+heavy tails
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+factor model
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+portfolio balancing
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Latest revision as of 10:38, 26 April 2024

scientific article; zbMATH DE number 6541152

Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing

Language	Label	Description	Also known as
English	Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing	scientific article; zbMATH DE number 6541152	Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing