Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (Q2635202): Difference between revisions
From MaRDI portal
Item:Q2635202
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing |
scientific article |
Statements
Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (English)
0 references
11 February 2016
0 references
multivariate
0 references
monotone missing data
0 references
data augmentation
0 references
ridge regression
0 references
double-exponential
0 references
heavy tails
0 references
factor model
0 references
portfolio balancing
0 references
