As two important constituents of China’s macro economy, there are varieties relationships among the stock market, the estate market and China’s macro economy. In order to investigate these relationships, in this paper, especially with the Macroeconomic Boom Index reflecting China’s macro...

As two important constituents of China’s macro economy, there are a variety of relationships among China’s stock market, real estate market and its macro economy. In order to investigate these relationships, in this paper, especially with the Macroeconomic Boom Index reflecting China’s...

The problem of regression shrinkage and selection for multivariate regression is considered. The goal is to consistently identify those variables relevant for regression. This is done not only for predictors but also for responses. To this end, a novel relationship between multivariate...

In this paper, we consider how to recover the structure of a Bayesian network from a moral graph. We present a more accurate characterization of moral edges, based on which a complete subset (i.e., a separator) contained in the neighbor set of one vertex of the putative moral edge in some prime...

Document classification is an area of great importance for which many classification methods have been developed. However, most of these methods cannot generate time-dependent classification rules. Thus, they are not the best choices for problems with time-varying structures. To address this...

In this note, we present three equivalent characterizations of a sufficient condition for χ2-asymptotics for the likelihood ratio tests in one-factor analysis offered by Drton (2009). A corollary of this result is that the condition is equivalent to the one-factor case of a condition provided...

The problem of regression shrinkage and selection for multivariate regression is considered. The goal is to consistently identify those variables relevant for regression. This is done not only for predictors but also for responses. To this end, a novel relationship between multivariate...