Letzte Suchanfragen
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Zeige Ergebnisse 1 bis 10 von 10.
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A generalized factor model with local factors
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Spiked eigenvalues of high-dimensional separable sample covariance matrices
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Program evaluation and causal inference with high-dimensional data
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Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
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Factor models with local factors - determining the number of relevant factors
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Estimation of large volatility matrices with low-rank signal plus sparse noise structures
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The analysis of big data on cites and regions
some computational and statistical challenges -
The de-biased group Lasso estimation for varying coefficient models
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High-dimensional forecasting with known knowns and known unknowns
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High-dimensional forecasting with known knowns and known unknowns