This paper investigates the impact of the US stock market on the co-movements among the BRIC stock markets using conditional Granger causality which allows a co
In this paper, we consider the regularized learning schemes based on l1-regularizer and pinball loss in a data dependent hypothesis space. The target is the err
This paper presents a novel variable selection method in additive nonparametric regression model. This work is motivated by the need to select the number of non