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
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
Sparse regularized local regre...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Multiple regression
317
Multiple Regression
309
Schätztheorie
232
Theorie
227
Estimation theory
215
Theory
203
Regressionsanalyse
165
Regression analysis
163
Nichtparametrisches Verfahren
129
multiple regression
129
Nonparametric statistics
115
Sparsity
107
Bandwidth selection
99
Schätzung
90
sparsity
88
Estimation
87
Zeitreihenanalyse
84
variance reduction
83
Kernel smoothing
79
Time series analysis
76
kernel smoothing
73
bandwidth selection
65
Prognoseverfahren
64
Forecasting model
62
local linear regression
62
Variance reduction
55
Monte Carlo simulation
54
Monte-Carlo-Simulation
42
Optionspreistheorie
38
USA
38
United States
38
Factor analysis
36
Faktorenanalyse
34
Option pricing theory
34
Simulation
33
Volatility
32
Local linear regression
31
Portfolio selection
30
Portfolio-Management
30
Volatilität
30
more ...
less ...
Online availability
All
Free
536
Undetermined
485
Type of publication
All
Article
823
Book / Working Paper
521
Other
7
Type of publication (narrower categories)
All
Article in journal
484
Aufsatz in Zeitschrift
484
Working Paper
252
Graue Literatur
167
Non-commercial literature
167
Arbeitspapier
159
Article
27
Thesis
23
Hochschulschrift
17
Aufsatz im Buch
16
Book section
16
research-article
14
Case study
6
Fallstudie
6
Conference Paper
3
Dissertation u.a. Prüfungsschriften
3
Forschungsbericht
3
Lehrbuch
3
Textbook
3
Collection of articles written by one author
2
Conference paper
2
Konferenzbeitrag
2
Sammlung
2
case-report
2
conceptual-paper
2
Audio- / visual Ressource
1
Aufsatzsammlung
1
Research Report
1
Statistik
1
review-article
1
technical-paper
1
more ...
less ...
Language
All
English
918
Undetermined
393
German
22
Spanish
4
Croatian
3
Russian
3
Hungarian
2
Indonesian
2
Portuguese
2
French
1
Romanian
1
more ...
less ...
Author
All
Linton, Oliver
32
Feng, Yuanhua
30
Beran, Jan
17
Chernozhukov, Victor
14
Cai, Zongwu
13
Dette, Holger
13
Li, Degui
13
Parmeter, Christopher F.
13
Belloni, Alexandre
12
Ichimura, Hidehiko
12
Bozio, Antoine
11
Carroll, Raymond J.
11
Henderson, Daniel J.
11
Härdle, Wolfgang Karl
11
Arai, Yoichi
10
Heiler, Siegfried
10
Kaufmann, Sylvia
9
Chen, Jia
8
Dias, Mónica Costa
8
Gao, Jiti
8
Honda, Toshio
8
Huber, Florian
8
Härdle, Wolfgang
8
Kato, Kengo
8
Koop, Gary
8
Li, Qi
8
Dong, Chaohua
7
Mammen, Enno
7
Nelson, Barry L.
7
Neumeyer, Natalie
7
Okhrin, Ostap
7
Weißbach, Rafael
7
Yao, Qiwei
7
Berg, Gerard J. van den
6
Croux, Christophe
6
Hautsch, Nikolaus
6
Khalaf, Lynda
6
Kozbur, Damian
6
Pilz, Kay F.
6
Platen, Eckhard
6
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
13
London School of Economics (LSE)
12
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
12
University of Bonn, Germany
10
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
8
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
8
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
7
Department of Econometrics and Business Statistics, Monash Business School
5
EconWPA
5
Institute for the Study of Labor (IZA)
5
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
5
Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Cowles Foundation for Research in Economics, Yale University
3
Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften
3
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
3
Facoltà di Economia, Università degli Studi dell'Insubria
3
Finance Discipline Group, Business School
3
HAL
3
School of Economics, Singapore Management University
3
Agricultural and Applied Economics Association - AAEA
2
Department of Economics, School of Business
2
Economic Research Service, Department of Agriculture
2
Faculdade de Economia, Universidade do Porto
2
Faculty of Economics, University of Cambridge
2
Forschungsinstitut Freie Berufe, Fakultät Wirtschaftswissenschaften
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Princeton University Press
2
School of Economics and Management, University of Aarhus
2
University of Toronto, Department of Economics
2
Banco de la Republica de Colombia
1
Banque de France
1
Barcelona Graduate School of Economics (Barcelona GSE)
1
Berkeley Electronic Press
1
CFA Institute <Charlottesville, Va.>
1
Center for Financial Studies
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Centre for Economic Research, School of Economics and Management Studies
1
Centre for Microdata Methods and Practice (CEMMAP)
1
more ...
less ...
Published in...
All
Journal of econometrics
45
Annals of the Institute of Statistical Mathematics
27
Management Science
19
cemmap working paper
19
Journal of Multivariate Analysis
18
Organizational research methods : ORM
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Working Paper
17
CoFE Discussion Paper
16
Economics letters
16
Computational Statistics & Data Analysis
15
Psychometrika
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
MPRA Paper
13
LSE Research Online Documents on Economics
12
SFB 373 Discussion Papers
12
CoFE discussion papers
11
Econometric reviews
11
SFB 373 Discussion Paper
11
Statistics & Probability Letters
11
Discussion Paper Serie A
10
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
10
Computational Statistics
9
IZA Discussion Papers
9
Technical Report
9
The econometrics journal
9
International journal of forecasting
8
SFB 649 Discussion Papers
8
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
8
International journal of hospitality management
7
KBI
7
Mathematics and Computers in Simulation (MATCOM)
7
Journal of Risk and Financial Management
6
Journal of risk and financial management : JRFM
6
Quantitative finance
6
Romanian Statistical Review Supplement
6
SFB 649 Discussion Paper
6
CIE working paper series
5
Cambridge working papers in economics
5
Econometrics
5
more ...
less ...
Source
All
ECONIS (ZBW)
712
RePEc
461
EconStor
124
Other ZBW resources
24
BASE
19
USB Cologne (EcoSocSci)
9
OLC EcoSci
2
more ...
less ...
Showing
31
-
40
of
1,351
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Sparse partial robust M regression
Hoffmann, Irene
;
Serneels, Sven
;
Filzmoser, Peter
; …
-
2015
Persistent link: https://www.econbiz.de/10011290635
Saved in:
32
Efficient iterative maximum likelihood estimation of high-parameterized time series models
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
-
2014
with a penalization approach yielding
sparsity
and reducing model complexity. Small sample properties of the estimator are …
Persistent link: https://www.econbiz.de/10010235324
Saved in:
33
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.
;
Ravazzolo, Francesco
;
Vespingnani, …
- In:
Energy economics
98
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012872633
Saved in:
34
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide
;
Ravazzolo, Francesco
;
Vespignani, Joaquin
-
2021
Persistent link: https://www.econbiz.de/10013179342
Saved in:
35
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide
;
Ravazzolo, Francesco
;
Vespignani, Joaquin
-
2019
Persistent link: https://www.econbiz.de/10012224686
Saved in:
36
Approximate residual balancing : de-biased inference of average treatment effects in high dimensions
Athey, Susan
;
Imbens, Guido
;
Wager, Stefan
-
2017
Persistent link: https://www.econbiz.de/10011775965
Saved in:
37
Forecasting using sparse cointegration
Wilms, Ines
;
Croux, Christophe
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1256-1267
Persistent link: https://www.econbiz.de/10011622146
Saved in:
38
Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
39
Efficient iterative maximum likelihood estimation of high-parameterized time series models
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
-
Center for Financial Studies
-
2014
with a penalization approach yielding
sparsity
and reducing model complexity. Small sample properties of the estimator are …
Persistent link: https://www.econbiz.de/10010958791
Saved in:
40
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:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
