Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (2009)
Attributed to:
Trans-Dimensional Markov Chain Simulation for both Bayesian and Classical Model Determination
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.0907.2135
Publication URI: https://arxiv.org/abs/0907.2135
Type: Preprint