These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models
Event Studies, Ti...
In this investigation, the problem of estimating the probability density function of a function of m independent identically distributed random variables, g(X1, X2, ..., Xm) is co...
In this paper, we propose a method for robust kernel density estimation. We interpret a KDE with Gaussian kernel as the inner product between a mapped test point and the centroid ...
This paper contrasts three related regularization schemes for kernel machines using a least squares criterion, namely Tikhonov and Ivanov regularization and Morozov's discrepa...
Kristiaan Pelckmans, Johan A. K. Suykens, Bart De ...
In this paper, we consider power spectral density estimation of bandlimited, wide-sense stationary signals from sub-Nyquist sampled data. This problem has recently received attent...
Michael A. Lexa, Mike E. Davies, John S. Thompson,...