Simultaneous selection for responses and predictors in multivariate regression

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：tjc

【摘要】

：

【作者】

：

Jianhua Hu Jian Huang Feng Qiu

【机构】

：

School of Statistics and Management,Shanghai University of Finance and Economics,Shanghai 200433,P.R

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Dynamic multivariate linear regression simultaneous selection for responses and

下载到本地 , 更方便阅读

下载此文赞助VIP

声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架

论文部分内容阅读

　　Multivariate linear regression analysis is one of the most useful techniques in statistical science.The technique is widely used in chemometrics,econometrics,financial engineering,ge-netics,psychometrics and many other areas of applications to model the predictive relationships of multiple related responses on a set of common predictors.

其他文献

Nonparametric Fixed Effects Model for Panel Data with Locally Stationary Regressors

会议

Empirical Likelihood Estimation for High Quantiles

The estimation of high quantile plays an important role in risk management,because the prevalent risk measure VaR(value at risk)is essentially a high quantile.

会议

Quantile estimationEmpirical LikelihoodHeavy-tailed

FLUCTUATION SCALING IN POINT PROCESSES

We propose a statistical framework for modeling the non-Poisson variability of spike trains observed in a wide range of brain regions.

会议

Fluctuation scalingneural spike trainspoint processes

On elliptic Harnack inequalities for non-local Dirichlet forms on metric measure spaces

In this talk,we present some characterizations of elliptic Harnack inequalities for non-local Dirichlet forms,when the scale function depends on the state space.

会议

Harnack inequalitynon-local Dirichlet formnon-local operator with variable ord

Testing for genetic associations in arbitrarily structured populations

We present a new statistical test of association between a trait and genetic markers,which we theoretically and practically prove to be robust to arbitrarily complex population structure.

会议

Genome-wide association studiesLatent variablePopulation genetics

ON CONSTRUCTION OF MAPPABLE NEARLY ORTHOGONAL ARRAYS

For space-filling designs,column-orthogonality and projective uniformity are two desirable properties.

会议

Column-orthogonalitycombinatorial-orthogonalityLatin hypercube designresolvab

CASH FLOWFORECAST AND ASSET VALUATION WITH BAYESIAN MODELING

Many assets do not trade frequently,such as privately held companies,private infrastruc-ture projects,real estate and many structured products.

会议

Bayesian regressionKalman filterGibbs samplingCash flow forecastPrivate mark

Shrinkage Estimation of the Covariance Matrix for Portfolio Choice Using High-frequency data

This paper examines the usefulness of high-frequency data for estimation the covariance matrix for portfolio choice.A computationally convenient nonlinear shrinkage estimator for the integrated covari

会议

Portfolio choiceHigh-frequency dataIntegrated covariance matrixNonlinear shri

Robust Hypothesis Testing for Asymmetric Nominal Densities under a Relative Entropy Tolerance

This talk addresses consider the design of a binary minimax test without the symmetry assumption on the nominal conditional probability densities of observations when the nominal likeli-hood ratio is

会议

Kullback-Leibler divergencerobust hypothesis testingmin-max problemleast-favo

Ordinal Profile Monitoring with Random Explanatory Variables

Profiles characterize the functional relationship between the response variable and one or more explanatory variables and have been playing an important role in many applications.

会议

latent continuous variablelocation shiftordinal attribute levelregression coe

Simultaneous selection for responses and predictors in multivariate regression

与本文相关的学术论文