Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains ...

Course TopicsLinear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the function that describes the relationship between the ...

For example, a model might estimate sales based on age and gender. A regression analysis yields an equation that expresses the relationship. See correlation. THIS DEFINITION IS FOR PERSONAL USE ONLY.

Automated or data-driven bandwidth selection methods tend to break down in the presence of correlated errors. While this problem has previously been studied in the fixed design setting for kernel ...

In this paper, we consider a robust approach to the ultrahigh dimensional variable screening under varying coefficient models. While the existing works focusing on the mean regression function, we ...