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Q82911
label / enlabel / en
Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing
description / endescription / en
scientific article
Property / instance of
 
Property / instance of: scholarly article / rank
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Property / title
Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (English)
 
Property / title: Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (English) / rank
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Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1330.91185 / rank
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Property / DOI
 
Property / DOI: 10.1214/10-BA602 / rank
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Property / author
 
Property / author: Robert B. Gramacy / rank
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Property / author
 
Property / author: Ester Pantaleo / rank
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Property / published in
 
Property / published in: Bayesian Analysis / rank
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Property / publication date
11 February 2016
Timestamp+2016-02-11T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
 
Property / publication date: 11 February 2016 / rank
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Property / full work available at URL
 
Property / full work available at URL: https://arxiv.org/abs/0907.2135 / rank
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Property / full work available at URL
 
Property / full work available at URL: https://projecteuclid.org/euclid.ba/1340218338 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 91G70 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62J07 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62P05 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62H99 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62F15 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 91G10 / rank
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6541152 / rank
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Property / zbMATH Keywords
multivariate
 
Property / zbMATH Keywords: multivariate / rank
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Property / zbMATH Keywords
monotone missing data
 
Property / zbMATH Keywords: monotone missing data / rank
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Property / zbMATH Keywords
data augmentation
 
Property / zbMATH Keywords: data augmentation / rank
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Property / zbMATH Keywords
ridge regression
 
Property / zbMATH Keywords: ridge regression / rank
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Property / zbMATH Keywords
double-exponential
 
Property / zbMATH Keywords: double-exponential / rank
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Property / zbMATH Keywords
heavy tails
 
Property / zbMATH Keywords: heavy tails / rank
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Property / zbMATH Keywords
factor model
 
Property / zbMATH Keywords: factor model / rank
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Property / zbMATH Keywords
portfolio balancing
 
Property / zbMATH Keywords: portfolio balancing / rank
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Property / describes a project that uses
 
Property / describes a project that uses: Monomvn / rank
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links / mardi / namelinks / mardi / name

Latest revision as of 09:38, 26 April 2024

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