Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (2009)

First Author: Gramacy R

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