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  • Search: subject:"High Dimensional Data"
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Year of publication
Subject
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High-dimensional data 73 high-dimensional data 51 Schätztheorie 49 Estimation theory 48 Theorie 39 Theory 37 Regression analysis 34 Regressionsanalyse 34 Time series analysis 34 Zeitreihenanalyse 34 Estimation 32 Schätzung 32 Prognoseverfahren 26 Forecasting model 25 Factor analysis 21 High dimensional data 21 Faktorenanalyse 20 Correlation 17 Korrelation 17 Lasso 12 Statistical test 11 Statistischer Test 11 Volatility 11 Volatilität 11 Multivariate Analyse 10 Multivariate analysis 10 Causality analysis 9 Kausalanalyse 9 high dimensional data 9 Analysis of variance 8 Capital income 8 Kapitaleinkommen 8 Portfolio selection 8 Portfolio-Management 8 Varianzanalyse 8 shrinkage 8 Artificial intelligence 7 Big Data 7 Bootstrap approach 7 Bootstrap-Verfahren 7
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Online availability
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Undetermined 95 Free 75 CC license 2
Type of publication
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Article 110 Book / Working Paper 69
Type of publication (narrower categories)
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Article in journal 62 Aufsatz in Zeitschrift 62 Working Paper 47 Graue Literatur 39 Non-commercial literature 39 Arbeitspapier 36 Thesis 4 Aufsatz im Buch 3 Book section 3 Article 2 Case study 1 Fallstudie 1 Hochschulschrift 1
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Language
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English 126 Undetermined 53
Author
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Giannone, Domenico 10 Bailey, Natalia 8 Lan, Wei 8 Pesaran, M. Hashem 8 Smith, L. Vanessa 7 Kock, Anders Bredahl 6 Smeekes, Stephan 6 Honda, Toshio 5 Tsai, Chih-Ling 5 Wang, Hansheng 5 Binder, Harald 4 Schumacher, Martin 4 Alfelt, Gustav 3 Bodnar, Taras 3 Bouveyron, Charles 3 Chernozhukov, Victor 3 Conflitti, Cristina 3 De Mol, Christine 3 Freyaldenhoven, Simon 3 Gao, Jiti 3 Glombek, Konstantin 3 Hansen, Christian Bailey 3 Härdle, Wolfgang 3 Härdle, Wolfgang Karl 3 Javed, Farrukh 3 Katayama, Shota 3 Modugno, Michele 3 Reichlin, Lucrezia 3 Tyrcha, Joanna 3 Wang, Cheng 3 Weber, Matthias 3 Xiu, Dacheng 3 Yuan, Ming 3 Zhang, Yichong 3 Aït-Sahalia, Yacine 2 Bańbura, Marta 2 Belloni, Alexandre 2 Bok, Brandyn 2 Brakel, Jan A. van den 2 Caner, Mehmet 2
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Institution
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School of Economics and Management, University of Aarhus 3 C.E.P.R. Discussion Papers 2 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 2 Berkeley Electronic Press 1 CESifo 1 Department of Economics, European University Institute 1 Faculty of Economics, University of Cambridge 1 National Bureau of Economic Research 1 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Instituut 1
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Published in...
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Journal of econometrics 17 Computational Statistics & Data Analysis 10 Journal of Multivariate Analysis 10 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 9 International journal of forecasting 4 CEMMAP working papers / Centre for Microdata Methods and Practice 3 CREATES Research Papers 3 Statistics & Probability Letters 3 Working paper 3 Working paper / Department of Econometrics and Business Statistics, Monash University 3 CEPR Discussion Papers 2 CESifo Working Paper 2 CESifo working papers 2 Computational Statistics 2 Data science and service research discussion paper 2 Discussion paper / Statistics Netherlands 2 Discussion papers / Graduate School of Economics, Hitotsubashi University 2 International journal of production research 2 Journal of information & knowledge management : JIKM 2 Psychometrika 2 SFB 649 Discussion Paper 2 SFB 649 discussion paper 2 Staff Report 2 Staff reports / Federal Reserve Bank of New York 2 Statistical Papers / Springer 2 The Japanese economic review : the journal of the Japanese Economic Association 2 Working Paper 2 Working Papers ECARES 2 Working papers / Federal Reserve Bank of Philadelphia, Research Department 2 Advances in Data Analysis and Classification 1 Annals of the Institute of Statistical Mathematics 1 Bozen economics & management paper series : BEMPS 1 CAMP working paper series 1 CEA_372Bayes working paper series 1 CEA_372Cass working paper series 1 CESifo Working Paper Series 1 Cambridge Working Papers in Economics 1 Cambridge working papers in economics 1 Computational Economics 1 Cowles Foundation discussion paper 1
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Source
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ECONIS (ZBW) 106 RePEc 53 EconStor 13 BASE 4 Other ZBW resources 3
Showing 101 - 110 of 179
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Subspace Clustering for High-Dimensional Data Using Cluster Structure Similarity
Fatehi, Kavan; Rezvani, Mohsen; Fateh, Mansoor; … - In: International Journal of Intelligent Information … 14 (2018) 3, pp. 38-55
This article describes how recently, because of the curse of dimensionality in high dimensional data, a significant … the proposed approach are significantly better in quality and runtime than the state-of-the-art on clustering high-dimensional … data. …
Persistent link: https://www.econbiz.de/10012045524
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Use of Subspace Clustering Algorithm for Students' Competency and Subject Knowledge Assessment
Paul, Dimple V.; Nayagam, Chitra S. - In: International Journal of Knowledge and Systems Science … 9 (2018) 2, pp. 70-83
Student performance studies are the primary challenge for any course with continuous assessment. The challenge lies in performing validation tests of whether course objectives are being met and also in identifying areas of the course structure that needs improvement. This article identifies...
Persistent link: https://www.econbiz.de/10012046370
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Testing high-dimensional linear asset pricing models
Lan, Wei; Feng, Long; Luo, Ronghua - In: Journal of financial econometrics : official journal of … 16 (2018) 2, pp. 191-210
Persistent link: https://www.econbiz.de/10011987758
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Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Caner, Mehmet; Kock, Anders Bredahl - In: Journal of econometrics 203 (2018) 1, pp. 143-168
Persistent link: https://www.econbiz.de/10011974644
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Covariance matrix estimation via network structure
Lan, Wei; Fang, Zheng; Wang, Hansheng; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
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Macroeconomic forecasting using penalized regression methods
Smeekes, Stephan; Wijler, Etienne - In: International journal of forecasting 34 (2018) 3, pp. 408-430
Persistent link: https://www.econbiz.de/10012030998
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High-dimensional covariance forecasting based on principal component analysis of high-frequency data
Jian, Zhihong; Deng, Pingjun; Zhu, Zhican - In: Economic modelling 75 (2018), pp. 422-431
Persistent link: https://www.econbiz.de/10012101548
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Variable selection in Cox regression models with varying coefficients
Honda, Toshio; Härdle, Wolfgang Karl - 2012
We deal with two kinds of Cox regression models with varying coefficients. The coefficients vary with time in one model. In the other model, there is an important random variable called an index variable and the coefficients vary with the variable. In both models, we have p-dimensional...
Persistent link: https://www.econbiz.de/10010318744
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Penalized estimation of high-dimensional models under a generalized sparsity condition
Horowitz, Joel; Huang, Jian - 2012
We consider estimation of a linear or nonparametric additive model in which a few coefficients or additive components are large and may be objects of substantive interest, whereas others are small but not necessarily zero. The number of small coefficients or additive components may exceed the...
Persistent link: https://www.econbiz.de/10010288295
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Variable selection in Cox regression models with varying coefficients
Honda, Toshio; Härdle, Wolfgang Karl - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2012
We deal with two kinds of Cox regression models with varying coefficients. The coefficients vary with time in one model. In the other model, there is an important random variable called an index variable and the coefficients vary with the variable. In both models, we have p-dimensional...
Persistent link: https://www.econbiz.de/10010581006
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