A nonparametric empirical Bayes approach to large-scale multivariate regression

Keyphrases

• Multivariate Regression 100%
• Empirical Bayes Approach 100%
• Nonparametric Bayes 100%
• Prediction Error 50%
• Multiple Responses 50%
• Tuning Parameter 50%
• Time Series Forecasting 50%
• Regression Method 50%
• Multivariate Linear Regression 50%
• Prediction Problems 50%
• Least Absolute Shrinkage and Selection Operator (LASSO) 50%
• Multiple Stocks 50%
• Compound Decision 50%
• Empirical Bayes Procedure 50%
• Stock Price Prediction 50%
• Borrowing Information 50%
• Optimal Regression 50%

Mathematics

• Empirical Bayes Procedure 100%
• Bayes Approach 100%
• Multivariate Regression 100%
• Prediction Error 50%
• Linear Regression 50%
• Compound Decision Problems 50%
• Prediction Problem 50%
• Time Series Prediction 50%