Search Results - subject:"High Dimensional Data"

Giannone, Domenico; Conflitti, Cristina; De Mol, Christine - European Centre for Advanced Research in Economics and … - 2012

We consider the problem of optimally combining individual forecasts of gross domestic product (GDP) and inflation from the Survey of Professional Forecasters (SPF) dataset for the Euro Area. Contrary to the common practice of using equal combination weights, we compute optimal weights which...

Persistent link: https://www.econbiz.de/10010562445

Variable selection in Cox regression models with varying coefficients

Honda, Toshio; Härdle, Wolfgang - 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/10009631560

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...

Persistent link: https://www.econbiz.de/10009567830

HDAC High-Dimensional Data Aggregation Control Algorithm for Big Data in Wireless Sensor Networks

Sun, Zeyu; Ji, Xiaohui - In: International Journal of Information Technology and Web … 12 (2017) 4, pp. 72-86

The process of high-dimensional data is a hot research area in data mining technology. Due to sparsity of the high-dimensional … cannot be used in the high-dimensional space. Thus, this paper proposes a High-dimensional Data Aggregation Control Algorithm … data, there is significant difference between the high-dimensional space and the low-dimensional space, especially in terms …

Persistent link: https://www.econbiz.de/10012046109

Using principal component analysis to estimate a high dimensional factor model with high-frequency data

Aït-Sahalia, Yacine; Xiu, Dacheng - In: Journal of econometrics 201 (2017) 2, pp. 384-399

Persistent link: https://www.econbiz.de/10011920525

An empirical comparison of principal components and partial least squares regression for high-dimensional data

Sapra, Sunil K. - In: The empirical economics letters : a monthly … 16 (2017) 10, pp. 995-1002

Persistent link: https://www.econbiz.de/10011907062

An optimal subgradient algorithm for large-scale bound-constrained convex optimzation

Ahookhosh, Masoud; Neumaier, Arnold - In: Mathematical methods of operations research 86 (2017) 1, pp. 123-147

Persistent link: https://www.econbiz.de/10011714390

High-dimensional data in economics and their (robust) analysis

Kalina, Jan - In: Serbian journal of management : an international … 12 (2017) 1, pp. 157-169

This work is devoted to statistical methods for the analysis of economic data with a large number of variables. The authors present a review of references documenting that such data are more and more commonly available in various theoretical and applied economic problems and their analysis can...

Persistent link: https://www.econbiz.de/10011658868

Program evaluation and causal inference with high-dimensional data

Belloni, Alexandre; Chernozhukov, Victor; … - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 1, pp. 233-298

Persistent link: https://www.econbiz.de/10011738490

New variational Bayesian approaches for statistical data mining : with applications to profiling and differentiating habitual consumption behaviour of customers in the wireless telecommunication industry

Wu, Burton - 2011

.e., the temporal usage behaviour, and developing clustering algorithms suitable for high dimensional data based on the use of …

Persistent link: https://www.econbiz.de/10009438102