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Unified mean-variance feature screening for ultrahigh-dimensional regression
Computational Statistics
◽
10.1007/s00180-021-01184-2
◽
2022
◽
Author(s):
Liming Wang
◽
Xingxiang Li
◽
Xiaoqing Wang
◽
Peng Lai
Keyword(s):
Feature Screening
◽
Mean Variance
Download Full-text
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References
A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis
Computational Statistics & Data Analysis
◽
10.1016/j.csda.2019.02.003
◽
2019
◽
Vol 137
◽
pp. 155-169
Author(s):
Shengmei He
◽
Shuangge Ma
◽
Wangli Xu
Keyword(s):
Discriminant Analysis
◽
Screening Procedure
◽
Feature Screening
◽
Mean Variance
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Fused mean–variance filter for feature screening
Computational Statistics & Data Analysis
◽
10.1016/j.csda.2017.10.008
◽
2018
◽
Vol 122
◽
pp. 18-32
◽
Cited By ~ 4
Author(s):
Xiaodong Yan
◽
Niansheng Tang
◽
Jinhan Xie
◽
Xianwen Ding
◽
Zhiqiang Wang
Keyword(s):
Feature Screening
◽
Variance Filter
◽
Mean Variance
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Predicting inferences and confidence in inferences: Recognition heuristic vs. its new rival, mean-variance model
PsycEXTRA Dataset
◽
10.1037/e615882011-064
◽
2009
◽
Author(s):
Yvetta Simonyan
◽
Daniel G. Goldstein
Keyword(s):
Recognition Heuristic
◽
Variance Model
◽
Mean Variance
Download Full-text
Reverse Mean-Variance Optimization for Real Estate Asset Allocation Parameters
AIMR Conference Proceedings
◽
10.2469/cp.v1995.n3.11
◽
1995
◽
Vol 1995
(3)
◽
pp. 61-64, 70
◽
Cited By ~ 2
Author(s):
Paul D. Kaplan
Keyword(s):
Real Estate
◽
Asset Allocation
◽
Mean Variance
Download Full-text
Dynamic Mean–Variance Asset Allocation
CFA Digest
◽
10.2469/dig.v40.n4.32
◽
2010
◽
Vol 40
(4)
◽
pp. 47-49
Author(s):
Johann U. de Villiers
Keyword(s):
Asset Allocation
◽
Mean Variance
Download Full-text
Dynamic mean-variance portfolio analysis under model risk
The Journal of Computational Finance
◽
10.21314/jcf.2009.202
◽
2009
◽
Vol 12
(4)
◽
pp. 91-115
◽
Cited By ~ 9
Author(s):
Daniel Kuhn
◽
Panos Parpas
◽
Berç Rustem
◽
Raquel Fonseca
Keyword(s):
Portfolio Analysis
◽
Model Risk
◽
Mean Variance Portfolio
◽
Mean Variance
Download Full-text
Mean-Variance Convergence Around the World
SSRN Electronic Journal
◽
10.2139/ssrn.1176222
◽
2008
◽
Cited By ~ 1
Author(s):
Cheol S. Eun
◽
Jinsoo Lee
Keyword(s):
The World
◽
Mean Variance
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A Mean-Variance Approach to Withdrawal Rate Management: Theory and Simulation
SSRN Electronic Journal
◽
10.2139/ssrn.1371695
◽
2009
◽
Cited By ~ 2
Author(s):
John B. Mitchell
Keyword(s):
Withdrawal Rate
◽
Management Theory
◽
Mean Variance
◽
Variance Approach
Download Full-text
Are Fund Investors Smart Enough to Know About the Mean-Variance Relation?
SSRN Electronic Journal
◽
10.2139/ssrn.2070221
◽
2012
◽
Author(s):
Fabian Irek
◽
Thorsten Lehnert
Keyword(s):
The Mean
◽
Mean Variance
Download Full-text
The Sampling Distribution of the Mean-Variance Efficient Frontier and the Optimal Fisher Information Portfolio
SSRN Electronic Journal
◽
10.2139/ssrn.2495621
◽
2014
◽
Author(s):
Majeed Simaan
◽
Yusif Simaan
◽
Yi Tang
Keyword(s):
Fisher Information
◽
Efficient Frontier
◽
Sampling Distribution
◽
The Mean
◽
Mean Variance
Download Full-text
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