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314,127
Predictive regressions
 Journal of Financial Economics
, 1999
"... When a rate of return is regressed on a lagged stochastic regressor, such as a dividend yield, the regression disturbance is correlated with the regressor's innovation. The OLS estimator's "nitesample properties, derived here, can depart substantially from the standard regression set ..."
Abstract

Cited by 452 (19 self)
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When a rate of return is regressed on a lagged stochastic regressor, such as a dividend yield, the regression disturbance is correlated with the regressor's innovation. The OLS estimator's "nitesample properties, derived here, can depart substantially from the standard regression
On metabolic networks and multiomics integration
"... ii On metabolic networks and multiomics integration ..."
Least angle regression
 Ann. Statist
"... The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will be applied. Typically we have available a large collection of possible covariates from which we hope to s ..."
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Cited by 1308 (43 self)
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to select a parsimonious set for the efficient prediction of a response variable. Least Angle Regression (LARS), a new model selection algorithm, is a useful and less greedy version of traditional forward selection methods. Three main properties are derived: (1) A simple modification of the LARS algorithm
Regression Shrinkage and Selection Via the Lasso
 Journal of the Royal Statistical Society, Series B
, 1994
"... We propose a new method for estimation in linear models. The "lasso" minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of the nature of this constraint it tends to produce some coefficients that are exactl ..."
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Cited by 4055 (51 self)
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an interesting relationship with recent work in adaptive function estimation by Donoho and Johnstone. The lasso idea is quite general and can be applied in a variety of statistical models: extensions to generalized regression models and treebased models are briefly described. Keywords: regression, subset
Bayes Factors
, 1995
"... In a 1935 paper, and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null ..."
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Cited by 1766 (74 self)
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In a 1935 paper, and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null
Time Varying World Market Integration
 Journal of Finance
, 1995
"... We propose a measure of capital market integration arising from a conditional regimeswitching model. Our measure allows us to describe expected returns in countries that are segmented from world capital markets in one part of the sample and become integrated later in the sample. We find that a numb ..."
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Cited by 527 (39 self)
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number of emerging markets exhibit timevarying integration. Some markets appear more integrated than one might expect based on prior knowledge of investment restrictions. Other markets appear segmented even though foreigners have relatively free access to their capital markets. While there is a
Predictive reward signal of dopamine neurons
 Journal of Neurophysiology
, 1998
"... Schultz, Wolfram. Predictive reward signal of dopamine neurons. is called rewards, which elicit and reinforce approach behavJ. Neurophysiol. 80: 1–27, 1998. The effects of lesions, receptor ior. The functions of rewards were developed further during blocking, electrical selfstimulation, and drugs ..."
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Cited by 717 (12 self)
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Schultz, Wolfram. Predictive reward signal of dopamine neurons. is called rewards, which elicit and reinforce approach behavJ. Neurophysiol. 80: 1–27, 1998. The effects of lesions, receptor ior. The functions of rewards were developed further during blocking, electrical selfstimulation, and drugs
Knowledgebased Analysis of Microarray Gene Expression Data By Using Support Vector Machines
, 2000
"... We introduce a method of functionally classifying genes by using gene expression data from DNA microarray hybridization experiments. The method is based on the theory of support vector machines (SVMs). SVMs are considered a supervised computer learning method because they exploit prior knowledge of ..."
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Cited by 514 (8 self)
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We introduce a method of functionally classifying genes by using gene expression data from DNA microarray hybridization experiments. The method is based on the theory of support vector machines (SVMs). SVMs are considered a supervised computer learning method because they exploit prior knowledge
Results 1  10
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314,127