Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (Q2635202): Difference between revisions
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scientific article; zbMATH DE number 6541152
| 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 |
Statements
Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (English)
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11 February 2016
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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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double-exponential
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heavy tails
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factor model
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portfolio balancing
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