In this paper, we consider a semiparametric regression model where the unknown regression function is the sum of parametric and nonparametric parts. The parametric part is a finite-dimensional multiple regression function whereas the nonparametric part is represented by an infinite series of...

The Gaussian sequence model can be obtained from the high-dimensional regression model through principal component analysis. It is shown that the Gaussian sequence model is equivalent to the original high-dimensional regression model in terms of prediction. Under a sparsity condition, we...

Samsung Card Lending Model (SCLM) analyzes cash flow in individual accounts and measures the level of company-wide risk. Serving as a risk and portfolio management model in the consumer lending business, the main features of SCLM are as follows. Default ratios such as intrinsic balance default...

Purpose While prior research has emphasized the importance of diversity management for the betterment of future workforce, the role of managerial actors in leading the diversity management movement has not been substantiated. The purpose of this paper is to examine the role of managers in...