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Item:Q2635202
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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) / rank | |||||||||||||||
Property / zbMATH Open document ID | |||||||||||||||
Property / zbMATH Open document ID: 1330.91185 / rank | |||||||||||||||
Property / DOI | |||||||||||||||
Property / DOI: 10.1214/10-BA602 / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Robert B. Gramacy / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Ester Pantaleo / rank | |||||||||||||||
Property / published in | |||||||||||||||
Property / published in: Bayesian Analysis / rank | |||||||||||||||
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Property / publication date: 11 February 2016 / rank | |||||||||||||||
Property / full work available at URL | |||||||||||||||
Property / full work available at URL: https://arxiv.org/abs/0907.2135 / rank | |||||||||||||||
Property / full work available at URL | |||||||||||||||
Property / full work available at URL: https://projecteuclid.org/euclid.ba/1340218338 / rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 91G70 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62J07 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62H99 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62F15 / rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 91G10 / rank | |||||||||||||||
Property / zbMATH DE Number | |||||||||||||||
Property / zbMATH DE Number: 6541152 / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: multivariate / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: monotone missing data / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: data augmentation / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: ridge regression / rank | |||||||||||||||
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Property / zbMATH Keywords: double-exponential / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: heavy tails / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: factor model / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: portfolio balancing / rank | |||||||||||||||
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Property / describes a project that uses: Monomvn / rank | |||||||||||||||
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Property / describes a project that uses: CRAN / rank | |||||||||||||||
links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 09:38, 26 April 2024
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