Affiliation:
1. Department of Mathematics and Statistics; University of Winnipeg; 515 Portage Avenue Winnipeg Manitoba Canada R3B 2E9
Funder
Natural Sciences and Engineering Research Council of Canada
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference24 articles.
1. Risk comparison of some shrinkage M-estimators in linear models;Ahmed;Journal of Nonparametric Statistics,2006
2. Shrinkage, pretest and LASSO estimators in partially linear models;Ahmed;Australian New Zealand Journal of Statistics,2007
3. Financial asset returns, direction-of-change forecasting, and volatility dynamics;Christoffersen;Management Science,2006
4. Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics;Christoffersen;Journal of Financial Forecasting,2007
5. Partial likelihood;Cox;Biometrika,1975
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