This paper provides an alternative approach to penalized regression for model selection in the context of high-dimensional linear regressions where the number of covariates is large, often much larger ...

Last month we explored how to model a simple relationship between two variables, such as the dependence of weight on height 1. In the more realistic scenario of dependence on several variables, we can ...

This is a preview. Log in through your library . Abstract A test for the arbitrage pricing theory which employs a multivariate linear regression model is developed. Given a sample of return premiums ...