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The mean-variance theory of Markowitz (1952) indicates that large investment portfolios naturally provide better risk diversi cation than small ones. However, due to parameter estimation errors, one may find ambiguous results in practice. Hence, it is essential to identify relevant stocks to...
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Existing high dimensional two-sample tests usually assume that different elements of a high dimensional predictor are weakly dependent. Such a condition can be violated when data follow a low dimensional latent factor structure. As a result, the recently developed two-sample testing methods are...
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We develop a sufficient dimension reduction paradigm for inhomogeneous spatial point processes driven by a Gaussian random fields. Specifically, we introduce the notion of the kth-order Central Intensity Subspace. We show that a Central Subspace (Cook, 1998) can be defined as the combination of...
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We propose in this article a Composite Logistic Regression (CLR) approach for ordinal panel data regression. The new method transforms the original ordinal regression problem into a number of binary ones. Thereafter, the method of conditional logistic regression (Chamberlain, 1984; Wooldridge, 2001;...
Persistent link: https://www.econbiz.de/10012765736
This paper is concerned with the problem of click fraud detection. We assume each visitor of a website carries a latent indicator, which labels him/her as a regular or malicious user. Information such as number of clicks, number of page views (PVs) and time difference between consecutive clicks...
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