Christina
  • Member for 8 years, 1 month
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1 answers
7 votes
728 views
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Shrinkage of the eigenvalues
2 answers
6 votes
5k views
2 bookmarks
How exactly to partition training-set for k-fold cross validation on multi-class dataset?
1 answers
6 votes
435 views
1 bookmarks
Shrinkage of the Sample Covariance matrix
2 answers
5 votes
1k views
3 bookmarks
Penalizing the Ordinary Least Squares estimation
1 answers
5 votes
306 views
3 bookmarks
Shrinkage estimation of Efron and Morris (1972)
1 answers
4 votes
2k views
2 bookmarks
When the sample covariance matrix becomes singular
1 answers
4 votes
556 views
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Stein's estimator vs James-Stein estimator
0 answers
3 votes
3k views
1 bookmarks
What is partial least squares (PLS) regression and how is it different from OLS?
1 answers
3 votes
2k views
1 bookmarks
Estimation of the covariance matrix
3 answers
2 votes
7k views
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k-fold cross validation for LASSO regression model
0 answers
2 votes
2k views
1 bookmarks
Different order and signs of eigenvectors when doing PCA via eig() or svd() functions in Matlab
1 answers
2 votes
311 views
Expected value of a diagonal
1 answers
1 votes
83 views
1 bookmarks
About solving a convex optimization problem
0 answers
1 votes
300 views
Expected loss function in matlab
2 answers
1 votes
605 views
Working with expected value of a matrix
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1 votes
102 views
Shrinkage of Schafer and Strimmer
2 answers
0 votes
2k views
1 bookmarks
Sample covariance matrix and its inverse
1 answers
0 votes
429 views
1 bookmarks
Some assumptions in linear regression models
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0 votes
46 views
Create iid normal random vectors
1 answers
0 votes
131 views
About simple linear regression
1 answers
0 votes
177 views
Assumptions behind simple linear regression model
0 answers
0 votes
340 views
Finding the optimal threshold parameter