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Testing Uniformity on High-Dim...
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high-dimensional statistics
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High-dimensional tests for spherical location and spiked covariance
Ley, Christophe
;
Paindaveine, Davy
;
Verdebout, Thomas
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2014
Persistent link: https://www.econbiz.de/10010418920
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Skew-rotsymmetric distributions on unit spheres and related efficient inferential procedures
Ley, Christophe
;
Verdebout, Thomas
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2014
Persistent link: https://www.econbiz.de/10010483707
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3
Predicting with proxies : transfer learning in high dimension
Bastani, Hamsa
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 2964-2984
Persistent link: https://www.econbiz.de/10012550102
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High-dimensional estimation, basis assets, and the adaptive multi-factor model
Zhu, Liao
;
Basu, Sumanta
;
Jarrow, Robert A.
;
Wells, …
- In:
The quarterly journal of finance
10
(
2020
)
4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012627440
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Time-invariance coefficients tests with the adaptive multi-factor model
Zhu, Liao
;
Jarrow, Robert A.
;
Wells, Martin T.
- In:
The quarterly journal of finance
11
(
2021
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013170764
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Recent developments in factor models and applications in econometric learning
Fan, Jianqing
;
Li, Kunpeng
;
Liao, Yuan
- In:
Annual review of financial economics
13
(
2021
),
pp. 401-430
Persistent link: https://www.econbiz.de/10012795259
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Dynamic assortment personalization in high dimensions
Kallus, Nathan
;
Udell, Madeleine
- In:
Operations research
68
(
2020
)
4
,
pp. 1020-1037
Persistent link: https://www.econbiz.de/10012288348
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Fast best subset selection : coordinate descent and local combinatorial optimization algorithms
Hazimeh, Hussein
;
Mazumder, Rahul
- In:
Operations research
68
(
2020
)
5
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10012301566
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The weighted nonnegative least-squares problem with implicitly characterized points
Fattahi, Ali
;
Dasu, Sriram
;
Ahmadi, Reza H.
- In:
Operations research
67
(
2019
)
4
,
pp. 1106-1119
Persistent link: https://www.econbiz.de/10012062927
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Improved bounds for Square-Root Lasso and Square-Root Slope
Derumigny, Alexis
-
2017
Persistent link: https://www.econbiz.de/10012199926
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