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  • Search: subject:"thresholding"
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Year of publication
Subject
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Estimation theory 30 Schätztheorie 30 Thresholding 29 Correlation 20 Korrelation 20 thresholding 20 Estimation 16 Schätzung 16 Factor analysis 14 Faktorenanalyse 14 Time series analysis 14 Zeitreihenanalyse 14 Theorie 10 Theory 10 Bootstrap approach 7 Bootstrap-Verfahren 7 Panel 7 Panel study 7 shrinkage 7 High dimensionality 6 Portfolio selection 6 Portfolio-Management 6 Statistical test 6 Statistischer Test 6 Wavelets 6 wavelet thresholding 6 CAPM 5 Linear algebra 5 Lineare Algebra 5 Multiple testing 5 Regression analysis 5 Regressionsanalyse 5 Shrinkage 5 high-dimensional data 5 principal components 5 Analysis of variance 4 Besov spaces 4 Cross-sectional correlation 4 Hard thresholding 4 Heteroskedasticity 4
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Online availability
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Undetermined 66 Free 42
Type of publication
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Article 72 Book / Working Paper 40
Type of publication (narrower categories)
All
Article in journal 33 Aufsatz in Zeitschrift 33 Working Paper 21 Arbeitspapier 15 Graue Literatur 15 Non-commercial literature 15 Article 2 Conference paper 1 Konferenzbeitrag 1 research-article 1
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Language
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English 67 Undetermined 45
Author
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Liao, Yuan 9 Bai, Jushan 8 Bailey, Natalia 8 Smith, L. Vanessa 7 Pesaran, M. Hashem 6 Chesneau, Christophe 5 Fan, Jianqing 5 Pötscher, Benedikt M. 5 Leeb, Hannes 4 Chen, Song Xi 3 Dai, Runyu 3 Gautier, Eric 3 Matsuda, Yasumasa 3 Ng, Serena 3 Schneider, Ulrike 3 Akbostancı, Elif 2 Bigot, Jérôme 2 Chao, Shih-Kang 2 Choi, Sung Hoon 2 Dendramis, Yiannis 2 Droge, Bernd 2 Fadili, Jalal 2 Franjic, Domenic 2 Giraitis, Liudas 2 Hao, Jin-Kao 2 Jiang, Binyan 2 Kapetanios, George 2 Le, Vu 2 Li, Yushu 2 Qiu, Yumou 2 Reese, Simon 2 Schweikert, Karsten 2 Uematsu, Yoshimasa 2 Van Bellegem, Sébastien 2 Wang, Qing 2 Yuan, Ming 2 Çelgin, Aysu 2 Abbaszadeh, Mohammad 1 Abdessalem, Habiba 1 Aloui, Mouna 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 CESifo 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Cowles Foundation for Research in Economics, Yale University 1 Faculty of Economics, University of Cambridge 1 HAL 1 Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) 1 London School of Economics (LSE) 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Toulouse School of Economics (TSE) 1
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Published in...
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Journal of econometrics 9 MPRA Paper 9 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 6 Journal of Multivariate Analysis 4 Statistics & Probability Letters 4 Annals of the Institute of Statistical Mathematics 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Série des documents de travail 3 Working Paper 3 CESifo working papers 2 Computational Statistics 2 Data science and service research discussion paper 2 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 European journal of operational research : EJOR 2 International Journal of Applied Metaheuristic Computing (IJAMC) 2 Journal of Time Series Econometrics 2 Operations research 2 The econometrics journal 2 Working paper 2 AStA Advances in Statistical Analysis 1 Advances in Data Analysis and Classification 1 CESifo Working Paper 1 CESifo Working Paper Series 1 Cambridge Working Papers in Economics 1 Cambridge working papers in economics 1 Computational Statistics & Data Analysis 1 Computational economics 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Cowles Foundation Discussion Papers 1 Econometric reviews 1 Economics Letters 1 Economics letters 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Energy economics 1 Health care management science : a new journal serving the international health care management community 1 IDEI Working Papers 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 International Journal of Applied Evolutionary Computation (IJAEC) 1 International Journal of Biomedical and Clinical Engineering (IJBCE) 1
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Source
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RePEc 49 ECONIS (ZBW) 48 EconStor 8 Other ZBW resources 7
Showing 41 - 50 of 112
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Optimal design of process flexibility for general production systems
Chen, Xi; Ma, Tengyu; Zhang, Jiawei; Zhou, Yuan - In: Operations research 67 (2019) 2, pp. 516-531
Persistent link: https://www.econbiz.de/10012022379
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A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia; Pesran, M. Hashem; Smith, L. Vanessa - In: Journal of econometrics 208 (2019) 2, pp. 507-534
Persistent link: https://www.econbiz.de/10012145084
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A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices
Bailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa - 2014
theoretical constant arising in the rate of convergence of existing thresholding estimators. We compare the performance of our … multiple testing (MT) estimator to a number of thresholding and shrinkage estimators in the literature in a detailed Monte …
Persistent link: https://www.econbiz.de/10010398521
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Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation
Chen, Song Xi; Li, Jun; Zhong, Pingshou - Volkswirtschaftliche Fakultät, … - 2014
by thresholding. They are designed for better power performance when the mean vectors of two populations differ only in … sparsely populated coordinates. The first test is constructed by carrying out thresholding to remove those no-signal bearing … dimensions. The second test combines data transformation and thresholding by first transforming the data with the precision …
Persistent link: https://www.econbiz.de/10011109223
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Band Width Selection for High Dimensional Covariance Matrix Estimation
Qiu, Yumou; Chen, Song Xi - Volkswirtschaftliche Fakultät, … - 2014
selection for the thresholding covariance estimator are made. Numerical simulations and a case study on sonar spectrum data are …
Persistent link: https://www.econbiz.de/10011113993
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A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia; Smith, Vanessa; Pesaran, Hashem - Faculty of Economics, University of Cambridge - 2014
theoretical constant arising in the rate of convergence of existing thresholding estimators. We compare the performance of our … multiple testing (MT) estimator to a number of thresholding and shrinkage estimators in the literature in a detailed Monte …
Persistent link: https://www.econbiz.de/10010790539
Saved in:
Cover Image
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices
Bailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa - CESifo - 2014
theoretical constant arising in the rate of convergence of existing thresholding estimators. We compare the performance of our … multiple testing (MT) estimator to a number of thresholding and shrinkage estimators in the literature in a detailed Monte …
Persistent link: https://www.econbiz.de/10010877672
Saved in:
Cover Image
A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa - 2014
theoretical constant arising in the rate of convergence of existing thresholding estimators. We compare the performance of our … multiple testing (MT) estimator to a number of thresholding and shrinkage estimators in the literature in a detailed Monte …
Persistent link: https://www.econbiz.de/10010361374
Saved in:
Cover Image
A multiple testing approach to the regularisation of large sample correlation matrice
Bailey, Natalia; Peseran, Hashem; Smith, L. Vanessa - 2014
Persistent link: https://www.econbiz.de/10010366306
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Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements
Reese, Simon; Li, Yushu - 2013
This paper investigates how classical measurement error and additive outliers influence tests for structural change based on F-statistics. We derive theoretically the impact of general additive disturbances in the regressors on the asymptotic distribution of these tests for structural change ....
Persistent link: https://www.econbiz.de/10013208663
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