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Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999

Chan, Wai-Sum (contributor); Li, Wai Keung (contributor); … - International Workshop on Statistics and Finance <1999, … - 2000

Persistent link: https://www.econbiz.de/10001490756

Handbook of data visualization : with 50 tables

Chen, Chun-houh (ed.); Härdle, Wolfgang (contributor); … - 2008

Persistent link: https://www.econbiz.de/10009613078

Journal of business & economic statistics : JBES ; a publication of the American Statistical Association

1983-: Alexandria, Va. : American Statistical Association; … - 1.1983 -

Persistent link: https://www.econbiz.de/10000369485

Journal of forecasting

Chichester : Wiley - 1.1982 -

Persistent link: https://www.econbiz.de/10000367780

Finding relevant variables in sparse Bayesian factor models : economic applications and simulation results

Kaufmann, Sylvia; Schumacher, Christian - 2012

This paper considers factor estimation from heterogenous data, where some of the variables are noisy and only weakly informative for the factors. To identify the irrelevant variables, we search for zero rows in the loadings matrix of the factor model. To sharply separate these irrelevant...