Sliced mean variance-covariance inverse regression.
Simon J. SheatherJoseph W. McKeanKimberly CriminPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- correlation matrix
- regression model
- polynomial regression
- regression problems
- support vector regression
- model selection
- linear regression
- regression algorithm
- gaussian process regression
- portfolio selection
- utility function
- covariance matrix
- locally weighted
- data sets
- maximum likelihood
- least squares
- gaussian processes
- portfolio optimization
- multi variate
- database
- efficient frontier
- regression analysis
- support vector
- bayesian networks
- face recognition
- neural network
- real time