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Dimensionality reduction models in density estimation and classification

Samarov, Alexander - In: Empirical economic and financial research : theory, …, (pp. 487-495). 2015

Persistent link: https://www.econbiz.de/10010490082

Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence

Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 1997

Persistent link: https://www.econbiz.de/10000959150

Noisy independent factor analysis model for density estimation and classification

Amato, U.; Antoniadis, A.; Samarov, Alexander; Cybakov, … - 2009

We consider the problem of multivariate density estimation when the unknown density is assumed to follow a particular form of dimensionality reduction, a noisy independent factor analysis (IFA) model. In this model the data are generated by a number of latent independent components having...

Persistent link: https://www.econbiz.de/10003889131

Component identification and estimation in nonlinear high-dimensional regression models by structural adaptation

Samarov, Alexander; Spokojnyj, Vladimir G.; Vial, Celine - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 429-445

Persistent link: https://www.econbiz.de/10002928074

Shortfall as a risk measure : properties, optimization and applications

Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, … - In: Journal of economic dynamics & control 28 (2004) 7, pp. 1353-1381

Persistent link: https://www.econbiz.de/10001880835

Adaptive semiparametric estimation of the memory parameter

Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 2000

Persistent link: https://www.econbiz.de/10001444259

Changes in the determinants of the rate of change of wage rates in the FRG : A recursive analysis 1952 to 1985 = Zum Wandel der Einflüsse auf die Lohnsatzänderungsrate in der Bunde...

Heilemann, Ullrich - In: Jahrbücher für Nationalökonomie und Statistik (1990), pp. 448-463

Persistent link: https://www.econbiz.de/10001090793

Stable ETL optimal portfolios and extreme risk management

Račev, Svetlozar T.; Martin, R. Douglas; Racheva, Borjana - In: Risk assessment : decisions in banking and finance, (pp. 235-262). 2008

Persistent link: https://www.econbiz.de/10003781774

Introduction to modern portfolio optimization with NUOPT and S-PLUS

Scherer, Bernd; Martin, R. Douglas - 2005

Persistent link: https://www.econbiz.de/10002110021

Fama MacBeth 1973 : reproduction, extension, robustification

Bailer, Heiko; Martin, R. Douglas - In: Journal of economic and social measurement 32 (2007) 1, pp. 41-63

Persistent link: https://www.econbiz.de/10003524826

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