7

Factor-adjusted regularized model selection

Year:
2020
Language:
english
File:
PDF, 545 KB
english, 2020
11

A Selective Overview of Nonparametric Methods in Financial Econometrics

Year:
2005
Language:
english
File:
PDF, 3.68 MB
english, 2005
13

An overview of the estimation of large covariance and precision matrices

Year:
2016
Language:
english
File:
PDF, 331 KB
english, 2016
15

Robust Measures of Earnings Surprises

Year:
2018
Language:
english
File:
PDF, 780 KB
english, 2018
18

High dimensional covariance matrix estimation using a factor model

Year:
2008
Language:
english
File:
PDF, 2.69 MB
english, 2008
19

Vast Portfolio Selection With Gross-Exposure Constraints

Year:
2012
Language:
english
File:
PDF, 635 KB
english, 2012
21

Regularization of Wavelet Approximations

Year:
2001
Language:
english
File:
PDF, 2.04 MB
english, 2001
25

Sure independence screening in generalized linear models with NP-dimensionality

Year:
2010
Language:
english
File:
PDF, 375 KB
english, 2010
26

Sparse High-Dimensional Models in Economics

Year:
2011
Language:
english
File:
PDF, 2.95 MB
english, 2011
28

Variable Bandwidth and Local Linear Regression Smoothers

Year:
1992
Language:
english
File:
PDF, 1.63 MB
english, 1992
35

Adaptive Huber Regression

Year:
2018
Language:
english
File:
PDF, 1.07 MB
english, 2018
36

Generalized high-dimensional trace regression via nuclear norm regularization

Year:
2019
Language:
english
File:
PDF, 642 KB
english, 2019
38

Bias correction and higher order kernel functions

Year:
1992
Language:
english
File:
PDF, 489 KB
english, 1992
39

Comments on «Wavelets in statistics: A review» by A. Antoniadis

Year:
1997
Language:
english
File:
PDF, 636 KB
english, 1997
40

Nonparametric inference with generalized likelihood ratio tests

Year:
2007
Language:
english
File:
PDF, 656 KB
english, 2007
43

Maximum likelihood character of distributions

Year:
1987
Language:
english
File:
PDF, 374 KB
english, 1987
44

Testing and detecting jumps based on a discretely observed process

Year:
2011
Language:
english
File:
PDF, 493 KB
english, 2011
45

Wavelet deconvolution

Year:
2002
Language:
english
File:
PDF, 461 KB
english, 2002
46

Deconvolution with Supersmooth Distributions

Year:
1992
Language:
english
File:
PDF, 614 KB
english, 1992
50

Adaptive robust variable selection

Year:
2014
Language:
english
File:
PDF, 352 KB
english, 2014