//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Factor analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"shrinkage estimation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Factor analysis
Shrinkage estimation
39
Estimation theory
22
Schätztheorie
22
shrinkage estimation
22
Prognoseverfahren
12
Forecasting model
11
Shrinkage Estimation
9
Estimation
8
Schätzung
8
Portfolio selection
7
Theorie
7
nonlinear shrinkage estimation
7
random matrix theory
7
rotation equivariance
7
GARCH
6
Large-dimensional asymptotics
6
Portfolio-Management
6
Theory
6
VAR model
6
VAR-Modell
6
Modellierung
5
Scientific modelling
5
Stein's loss
5
Time series analysis
5
Zeitreihenanalyse
5
Forecasting
4
Risk function
4
Statistical distribution
4
Statistische Verteilung
4
ACD
3
FIC
3
Faktorenanalyse
3
GMM
3
LASSO
3
Linear algebra
3
Lineare Algebra
3
MEM
3
Model selection
3
Monte Carlo simulation
3
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Cheng, Xu
1
Hacıoǧlu Hoke, Sinem
1
Han, Xu
1
Liao, Zhipeng
1
Schorfheide, Frank
1
Tuzcuoglu, Kerem
1
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Staff working papers / Bank of England
1
The review of economic studies
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Shrinkage
estimation
of factor models with global and group-specific factors
Han, Xu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012424495
Saved in:
2
Interpreting the latent dynamic factors by threshold FAVAR model
Hacıoǧlu Hoke, Sinem
;
Tuzcuoglu, Kerem
-
2016
Persistent link: https://www.econbiz.de/10011558194
Saved in:
3
Shrinkage
estimation
of high-dimensional factor models with structural instabilities
Cheng, Xu
;
Liao, Zhipeng
;
Schorfheide, Frank
- In:
The review of economic studies
83
(
2016
)
4
,
pp. 1511-1543
Persistent link: https://www.econbiz.de/10011656547
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->