This article considers the problem of inference for nested least squares averaging estimators. We study the asymptotic behavior of the Mallows model averaging estimator (MMA; Hansen, 2007) and the ...

In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...

Dr. James McCaffrey of Microsoft Research updates regression techniques and best practices guidance based on experience over the past two years, reflecting rapid advancements in machine learning with ...

Spatial regression is an important predictive tool in many scientific applications and an additive model provides a flexible regression relationship between predictors and a response variable. We ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of Nadaraya-Watson kernel regression using the C# language. NW kernel regression is simple to implement and is ...

As the coronavirus disease 2019 (COVID-19) pandemic has spread across the world, vast amounts of bioinformatics data have been created and analyzed, and logistic regression models have been key to ...