In a transformation model h(Y) = X'β + ε for some smooth and usually monotone function h, we are often interested in the direction of β without knowing the exact form of h. We consider a projection of ...

Lamperti's transformation, an isometry between self-similar and stationary processes, is used to solve some problems of linear estimation of continuous-time, self-similar processes. These problems ...

What is linear regression in machine learning ? Understanding Linear Regression in machine learning is considered as the basis or foundation in machine learning. In this video, we will learn what is ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...