1

Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data

xgxeeh50unxj
Abstract The availability of many variables with predictive power makes their selection in a regression context difficult. This study considers robust and understandable low-dimensional estimators as building blocks to improve overall predictive power by optimally combining these building blocks. Our new algorithm is based on generalized cross-validation and builds a predictive model ... https://www.trainingmahasiswa.com/product-category/c-llp/
Report this page

Comments

    HTML is allowed

Who Upvoted this Story