Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (Q82911)
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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 |
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Statements
13 July 2009
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11 February 2016
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stat.ME
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stat.AP
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Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (English)
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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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0.7135403156280518
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0.7128485441207886
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0.708326518535614
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0.7077357172966003
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0.7017478942871094
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