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  • Search: subject:"Nuclear norm regularization"
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Year of publication
Subject
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Estimation 3 Estimation theory 3 Factor analysis 3 Faktorenanalyse 3 Nuclear norm regularization 3 Panel 3 Panel study 3 Schätztheorie 3 Schätzung 3 Common factors 2 Connectedness 2 Cross-sectional dependence 2 High-dimensional VAR 2 Interactive fixed effects 2 Investor fear 2 Nuclear-norm regularization 2 Regression analysis 2 Regressionsanalyse 2 Risikomaß 2 Risk measure 2 Schock 2 Shock 2 Structural break 2 Strukturbruch 2 VAR model 2 VAR-Modell 2 nuclear norm regularization 2 Algorithm 1 Best rank-one approximation 1 Börsenkurs 1 CAPM 1 Factor model 1 High dimensional statistics 1 High-dimensional quantile regression 1 Kernenergie 1 Latent group structure 1 Logistic regression 1 Matrix completion 1 Nonnegative tensors 1 Nuclear energy 1
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Online availability
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Free 4 Undetermined 4
Type of publication
All
Article 4 Book / Working Paper 4
Type of publication (narrower categories)
All
Working Paper 4 Arbeitspapier 3 Article in journal 3 Aufsatz in Zeitschrift 3 Graue Literatur 3 Non-commercial literature 3
Language
All
English 7 Undetermined 1
Author
All
Phillips, Peter C. B. 4 Su, Liangjun 4 Miao, Ke 2 Wang, Yiren 2 Belloni, Alexandre 1 Chao, Shih-Kang 1 Chen, Mingli 1 Fan, Jianqing 1 Gong, Wenyan 1 Härdle, Wolfgang Karl 1 Madrid Padilla, Oscar Hernan 1 Qi, Liqun 1 Wang, Zixuan 1 Yang, Qingzhi 1 Yang, Yuning 1 Yuan, Ming 1 Zhu, Ziwei 1
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Published in...
All
Journal of econometrics 3 Cowles Foundation discussion paper 2 Computational Optimization and Applications 1 IRTG 1792 Discussion Paper 1 Warwick economic research papers 1
Source
All
ECONIS (ZBW) 6 EconStor 1 RePEc 1
Showing 1 - 8 of 8
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Panel data models with time-varying latent group structures
Wang, Yiren; Phillips, Peter C. B.; Su, Liangjun - 2023
Persistent link: https://www.econbiz.de/10014317580
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Panel data models with time-varying latent group structures
Wang, Yiren; Phillips, Peter C. B.; Su, Liangjun - In: Journal of econometrics 240 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015075027
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High-dimensional VARs with common factors
Miao, Ke; Phillips, Peter C. B.; Su, Liangjun - In: Journal of econometrics 233 (2023) 1, pp. 155-183
Persistent link: https://www.econbiz.de/10014340976
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Factorisable Multitask Quantile Regression
Chao, Shih-Kang; Härdle, Wolfgang Karl; Yuan, Ming - 2020
classical factor models. The model is estimated with the nuclear norm regularization in order to accommodate the high …
Persistent link: https://www.econbiz.de/10012433248
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High-dimensional VARs with common factors
Miao, Ke; Phillips, Peter C. B.; Su, Liangjun - 2020
Persistent link: https://www.econbiz.de/10012322321
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High dimensional latent panel quantile regression with an application to asset pricing
Belloni, Alexandre; Chen, Mingli; Madrid Padilla, Oscar … - 2019
Persistent link: https://www.econbiz.de/10012170765
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Generalized high-dimensional trace regression via nuclear norm regularization
Fan, Jianqing; Gong, Wenyan; Zhu, Ziwei - In: Journal of econometrics 212 (2019) 1, pp. 177-202
Persistent link: https://www.econbiz.de/10012303917
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Properties and methods for finding the best rank-one approximation to higher-order tensors
Yang, Yuning; Yang, Qingzhi; Qi, Liqun - In: Computational Optimization and Applications 58 (2014) 1, pp. 105-132
The problem of finding the best rank-one approximation to higher-order tensors has extensive engineering and statistical applications. It is well-known that this problem is equivalent to a homogeneous polynomial optimization problem. In this paper, we study theoretical results and numerical...
Persistent link: https://www.econbiz.de/10010896539
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