//--> //--> //-->
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:"Modellierung"
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
Modellierung
Shrinkage estimation
38
shrinkage estimation
22
Estimation theory
21
Schätztheorie
21
Prognoseverfahren
12
Forecasting model
11
Shrinkage Estimation
9
Estimation
8
Schätzung
8
Theorie
7
nonlinear shrinkage estimation
7
random matrix theory
7
rotation equivariance
7
GARCH
6
Large-dimensional asymptotics
6
Portfolio selection
6
Theory
6
VAR model
6
VAR-Modell
6
Portfolio-Management
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
Factor analysis
3
Faktorenanalyse
3
GMM
3
Linear algebra
3
Lineare Algebra
3
MEM
3
Model selection
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
3
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammelwerk
1
Sammlung
1
Working Paper
1
more ...
less ...
Language
All
English
5
Author
All
Camehl, Annika
3
Cheng, Xu
1
Han, Xu
1
Liao, Zhipeng
1
Schorfheide, Frank
1
Published in...
All
Econometric Institute research papers
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The review of economic studies
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
2
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
-
2019
Persistent link: https://www.econbiz.de/10012131829
Saved in:
3
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
Saved in:
4
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:
5
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...
//-->