Litcius/Paper detail

Max-linear regression models with regularization

Qiurong Cui, Yuqing Xu, Zhengjun Zhang, V. S. Chan

2020Journal of Econometrics34 citationsDOI

Topics & Concepts

Linear modelProper linear modelMathematicsLinear regressionEstimatorBayesian multivariate linear regressionRegularization (linguistics)Applied mathematicsRegression analysisRegressionMathematical optimizationEconometricsComputer scienceStatisticsArtificial intelligenceStatistical Methods and InferenceFinancial Risk and Volatility ModelingComplex Systems and Time Series Analysis