The topic of variable importance in linear regression is reviewed, and a measure first justified theoretically by Pratt (1987) is examined in detail. Asymptotic variance estimates are used to ...

Successful investing requires the ability to distinguish long-term trends from the short-term noise that moves stock prices on a minute-to-minute basis. One way to tune out the random oscillations and ...

Four powerful generalizations of the usual local polynomial nonparametric regression methodology are (a) local polynomial methods in generalized linear models; (b) varying coefficient generalized ...