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 optimal ...

In statistics, a mathematical method of modeling the relationships among three or more variables. It is used to predict the value of one variable given the values of the others. For example, a model ...

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

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 ...