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  • Search: subject:"Concentration Inequality"
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Year of publication
Subject
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Concentration inequality 6 Correlation 2 Estimation theory 2 Game theory 2 Korrelation 2 Mathematical programming 2 Mathematische Optimierung 2 Portfolio selection 2 Portfolio-Management 2 Schätztheorie 2 Spieltheorie 2 Statistical distribution 2 Statistische Verteilung 2 Theorie 2 Theory 2 Action frequency 1 Asset Pricing 1 Behavior 1 Behavioral economics 1 Betriebliche Standortwahl 1 Big Data 1 Big data 1 Concentration Inequality 1 Correlated preferences 1 Distributionally robust optimization 1 Einkommensverteilung 1 Ergodic diffusion processes 1 Facility location 1 Factor analysis 1 Faktorenanalyse 1 False dominance classification 1 Firm location choice 1 GICS 1 Geometric ergodicity 1 Heavy-Tailed Distribution 1 High-Dimensional Long-Run Covariance Matrix 1 High-frequency factor model 1 Income distribution 1 Index derivative 1 Indexderivat 1
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Online availability
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Undetermined 5 Free 3
Type of publication
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Article 5 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 3 Working Paper 3 Graue Literatur 2 Non-commercial literature 2
Language
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English 7 Undetermined 1
Author
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Arvanitis, Stelios 1 Di Pei, Harry 1 Fan, Jianqing 1 Furger, Alex 1 Galtchouk, L. 1 Gao, Jiti 1 Kratz, Marie 1 Li, Yingkai 1 Peng, Bin 1 Pergamenshchikov, S. 1 Schwartz, Jacob 1 Silwal, Sandeep 1 Singha, Sibsankar 1 Song, Kyungchul 1 Vadlamani, Sreekar 1 Xiu, Dacheng 1 Yan, Yayi 1
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Published in...
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Documents de recherche / ESSEC Centre de Recherche 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Journal of economic theory 1 Operations research letters 1 Queen's Economics Department working paper 1 Stochastic Processes and their Applications 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
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Source
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ECONIS (ZBW) 7 RePEc 1
Showing 1 - 8 of 8
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Norm constrained empirical portfolio optimization with stochastic dominance : robust optimization non-asymptotics
Arvanitis, Stelios - 2025
The present note provides an initial theoretical explanation of the way norm regularizations may provide a means of controlling the non-asymptotic probability of False Dominance classification for empirically optimal portfolios satisfying empirical Stochastic Dominance restrictions in an iid...
Persistent link: https://www.econbiz.de/10015194229
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Robust inference for high-dimensional panel data models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2024
Persistent link: https://www.econbiz.de/10014584602
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From geometric quantiles to halfspace depths : A geometric approach for extremal behaviour
Singha, Sibsankar; Kratz, Marie; Vadlamani, Sreekar - 2023
Persistent link: https://www.econbiz.de/10014390441
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The law of large numbers for large stable matchings
Schwartz, Jacob; Song, Kyungchul - In: Journal of econometrics 241 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015075148
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A concentration inequality for the facility location problem
Silwal, Sandeep - In: Operations research letters 50 (2022) 2, pp. 213-217
Persistent link: https://www.econbiz.de/10013192697
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Equilibrium behaviors in repeated games
Li, Yingkai; Di Pei, Harry - In: Journal of economic theory 193 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012807140
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Incorporating global industrial classification standard into portfolio allocation : a simple factor-based large covariance matrix : estimator with high-frequency data
Fan, Jianqing; Furger, Alex; Xiu, Dacheng - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 489-503
Persistent link: https://www.econbiz.de/10011692389
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Uniform concentration inequality for ergodic diffusion processes observed at discrete times
Galtchouk, L.; Pergamenshchikov, S. - In: Stochastic Processes and their Applications 123 (2013) 1, pp. 91-109
In this paper a concentration inequality is proved for the deviation in the ergodic theorem for diffusion processes in …
Persistent link: https://www.econbiz.de/10010591887
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