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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 21 - 30 of 179
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Inference on the best policies with many covariates
Wei, Waverly; Zhou, Yuqing; Zheng, Zeyu; Wang, Jingshen - In: Journal of econometrics 239 (2024) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10015074559
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A generalized knockoff procedure for FDR control in structural change detection
Liu, Jingyuan; Sun, Ao; Ke, Yuan - In: Journal of econometrics 239 (2024) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10015074585
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Analytical Comparison of Clustering Techniques for the Recognition of Communication Patterns
Kaya, Muhammed-Fatih; Schoop, Mareike - In: Group Decision and Negotiation 31 (2021) 3, pp. 555-589
The systematic processing of unstructured communication data as well as the milestone of pattern recognition in order to determine communication groups in negotiations bears many challenges in Machine Learning. In particular, the so-called curse of dimensionality makes the pattern recognition...
Persistent link: https://www.econbiz.de/10014501997
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Forecasting high-dimensional financial functional time series: An application to constituent stocks in Dow Jones index
Tang, Chen; Shi, Yanlin - In: Journal of Risk and Financial Management 14 (2021) 8, pp. 1-13
Financial data (e.g., intraday share prices) are recorded almost continuously and thus take the form of a series of curves over the trading days. Those sequentially collected curves can be viewed as functional time series. When we have a large number of highly correlated shares, their intraday...
Persistent link: https://www.econbiz.de/10013201027
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Analytical comparison of clustering techniques for the recognition of communication patterns
Kaya, Muhammed; Schoop, Mareike - In: Group decision and negotiation 31 (2022) 3, pp. 555-589
Persistent link: https://www.econbiz.de/10013263567
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Forecasting high-dimensional financial functional time series : an application to constituent stocks in Dow Jones index
Tang, Chen; Shi, Yanlin - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-13
Financial data (e.g., intraday share prices) are recorded almost continuously and thus take the form of a series of curves over the trading days. Those sequentially collected curves can be viewed as functional time series. When we have a large number of highly correlated shares, their intraday...
Persistent link: https://www.econbiz.de/10012626347
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Time series forecasting using a mixture of stationary and nonstationary predictors
Hannadige, Sium Bodha; Gao, Jiti; Silvapulle, Mervyn J.; … - 2021
Persistent link: https://www.econbiz.de/10012614548
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Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang; Phillips, Peter C. B.; Tao, Yubo (Robert); … - 2021
Persistent link: https://www.econbiz.de/10012618237
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Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, … - 2021
Persistent link: https://www.econbiz.de/10012603081
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Factor models with local factors - determining the number of relevant factors
Freyaldenhoven, Simon - 2021
Persistent link: https://www.econbiz.de/10012651287
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