Letzte Suchanfragen
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Testing stochastic dominance with many conditioning variables
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Diffuse bunching with frictions
theory and estimation -
Goodness-of-fit test in highdimensional linear sparse models
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
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Sparse warcasting
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Polynomial optimization
matrix factorization ranks, portfolio selection, and queueing theory -
Bayesian (non-)unique sparse factor modelling
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Estimation of a multiplicative covariance structure in the large dimensional case
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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
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An algorithm for the multivariate group lasso with covariance estimation