Factorisable sparse tail event curves with expectiles
Year of publication: |
March 15, 2016
|
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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 | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Risiko | Risk | Multivariate Analyse | Multivariate analysis | Statistische Verteilung | Statistical distribution |
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