This paper investigates the impact of the US stock market on the co-movements among the BRIC stock markets using conditional Granger causality which allows a co
In this paper, we consider the regularized learning schemes based on l1-regularizer and pinball loss in a data dependent hypothesis space. The target is the err
This paper presents a novel variable selection method in additive nonparametric regression model. This work is motivated by the need to select the number of non
This paper gives an overview of the Lee Carter method and reiterates the feasibility of using it to construct mortality forecast for the population data. In a f