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Enhanced diagnostics using orthogonal de-noising based nonlinear discriminant analysis and its application to multivariate data
Cho, Hyun-woo - In: International journal of production research 47 (2009) 3, pp. 801-815
Persistent link: https://www.econbiz.de/10003887847
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A blocking and regularization approach to high dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C.A. - 2009
We introduce a regularization and blocking estimator for well-conditioned high-dimensional daily covariances using high-frequency data. Using the Barndorff-Nielsen, Hansen, Lunde, and Shephard (2008a) kernel estimator, we estimate the covariance matrix block-wise and regularize it. A data-driven...
Persistent link: https://www.econbiz.de/10003893144
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A blocking and regularization approach to high dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Hautsch, Nikolaus - 2009
We introduce a regularization and blocking estimator for well-conditioned high-dimensional daily covariances using high-frequency data. Using the Barndorff-Nielsen, Hansen, Lunde, and Shephard (2008a) kernel estimator, we estimate the covariance matrix block-wise and regularize it. A data-driven...
Persistent link: https://www.econbiz.de/10003909174
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Oracally efficient two-step estimation of generalized additive model
Liu, Rong; Yang, Lijian; Härdle, Wolfgang - 2011
asymptotic normality. Simulation evidence strongly corroborates with the asymptotic theory. -- Bandwidths ; B spline ; knots …
Persistent link: https://www.econbiz.de/10008905999
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Multivariative statistical analysis : probability, statistical inference and applications
Baszczyńska, Aleksandra (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003386214
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Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003527551
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Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003557225
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Messmodelle mit Konstrukten zweiter Ordnung in der betriebswirtschaftlichen Forschung
Albers, Sönke; Götz, Oliver - In: Die Betriebswirtschaft : DBW 66 (2006) 6, pp. 669-677
Persistent link: https://www.econbiz.de/10003394987
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Die Kausalanalyse in der empirischen betriebswirtschaftlichen Forschung : Problemfelder und Anwendungsempfehlungen
Homburg, Christian; Klarmann, Martin - In: Die Betriebswirtschaft : DBW 66 (2006) 6, pp. 727-748
Persistent link: https://www.econbiz.de/10003395007