Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...

Before we learn how to perform multivariate regression in Excel, it is important to have a refresher on regression as a whole and multivariate regression in particular. One of the hallmarks of human ...

A generalization of Sliced Inverse Regression to functional regressors was introduced by Ferré and Yao (2003). Here we first address the issue of the identifiability of the Effective Dimension ...

The distribution of genetic variation among multiple traits is a key determinant of how a population will respond to selection (Lande, 1979; Schluter, 1996; Arnold et al., 2001). For the prediction of ...

In this paper, a linear subspace containing part or all of the information for the regression of a m-vector Y on a p-vector X and its dimension are estimated via the means of inverse regression.

Dr. James McCaffrey presents a complete end-to-end demonstration of linear regression using pseudo-inverse training. Compared to other training techniques, such as stochastic gradient descent, ...

Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...