Overview Regression explains how changes in one factor influence another with clarity.Each regression type is suited for ...

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 ...

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 ...

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 ...

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 ...

This is a preview. Log in through your library . Abstract We propose using the local kernel regression method to estimate the conditional mean function of a panel count model with time-varying ...