Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have proved robust in other fields for dealing with the curse of dimensionality, ...

We study the asymptotic properties of the adaptive Lasso estimators in sparse, high-dimensional, linear regression models when the number of covariates may increase with the sample size. We consider ...

Informal and nontechnical, this book both explains the theory behind logistic regression and looks at all the practical details involved in its implementation using the SAS System. Several social ...

We therefore provide a score test for testing zero-inflated Poisson regression models against zero-inflated negative binomial alternatives. Biometrics is a scientific journal emphasizing the role of ...