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CSDA
2006
14 years 10 months ago
2006
We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
CSDA
2006
14 years 10 months ago
2006
Marginal maximum likelihood estimation is commonly used to estimate logistic-normal models. In this approach, the contribution of random effects to the likelihood is represented a...
CSDA
2006
14 years 10 months ago
2006
A complex trait like crop yield is determined by its component traits. Multivariable conditional analysis in a general mixed linear model is helpful in dissecting the gene express...
CSDA
2007
14 years 9 months ago
2007
Finite mixtures of parametric distributions are often used to model data of which it is known or suspected that there are subpopulations. Instead of a parametric model, a penalize...
CSDA
2006
14 years 10 months ago
2006
A new method is proposed to estimate the nonlinear functions in an additive regression model. Usually, these functions are estimated by penalized least squares, penalizing the cur...