Factorisable sparse tail event curves with expectiles
| Year of publication: |
2016
|
|---|---|
| Authors: | Härdle, Wolfgang Karl ; Huang, Chen ; Chao, Shih-Kang |
| Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
| Subject: | multivariate functional data | high-dimensional M-estimators | nuclear norm regularizer | factor analysis | expectile regression | fMRI | risk perception |
| Series: | SFB 649 Discussion Paper ; 2016-018 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 857201255 [GVK] hdl:10419/146187 [Handle] RePEc:zbw:sfb649:sfb649dp2016-018 [RePEc] |
| Classification: | c38 ; c55 ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C91 - Laboratory, Individual Behavior ; D87 - Neuroeconomics |
| Source: |
Persistent link: https://www.econbiz.de/10011531894