Factorisable sparse tail event curves with expectiles
Wolfgang K. Härdle, Chen Huang, Shih-Kang Chao
| Year of publication: |
March 15, 2016
|
|---|---|
| Authors: | Härdle, Wolfgang ; Huang, Chen ; Chao, Shih-Kang |
| Publisher: |
Berlin : SFB 649, Humboldt-Universität zu Berlin |
| Subject: | multivariate functional data | high-dimensional M-estimators | nuclear norm regularizer | factor analysis | expectile regression | fMRI | risk perception | Faktorenanalyse | Factor analysis | Multivariate Analyse | Multivariate analysis | Regressionsanalyse | Regression analysis | Risiko | Risk | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 6 Seiten) Illustrationen |
|---|---|
| Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2016-018 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Oberwolfach report: new developments in functional and highly multivariate statistical methodology |
| Other identifiers: | hdl:10419/146187 [Handle] |
| Classification: | c38 ; c55 ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C91 - Laboratory, Individual Behavior ; D87 - Neuroeconomics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011452923