- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1573-711X
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Shrinkage priors for high-dimensional demand estimation ; volume:21 ; number:1 ; day:29 ; month:12 ; year:2022 ; pages:95-146 ; date:3.2023
Quantitative marketing and economics ; 21, Heft 1 (29.12.2022), 95-146, 3.2023
- Creator
-
Smith, Adam N.
Griffin, Jim E.
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1007/s11129-022-09260-7
- URN
-
urn:nbn:de:101:1-2023041921170620461696
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:52 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Smith, Adam N.
- Griffin, Jim E.
- SpringerLink (Online service)
Other Objects (12)
Variance estimation for high-dimensional regression models
Advances in high-dimensional covariance matrix estimation
M-estimation in high-dimensional linear model
Variance Estimation for High-Dimensional Regression Models
Direct nonlinear shrinkage estimation of large-dimensional covariance matrices
Variable selection and estimation in high-dimensional models
Estimation of treatment effects with high-dimensional controls
Adaptive bridge estimation for high-dimensional regression models
Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models
A Robust High-Dimensional Estimation of Multinomial Mixture Models
Value-at-risk estimation for a high-dimensional portfolio
Shrinkage estimation with logarithmic penalties
Variance estimation for high-dimensional regression models
Advances in high-dimensional covariance matrix estimation
M-estimation in high-dimensional linear model
Variance Estimation for High-Dimensional Regression Models
Direct nonlinear shrinkage estimation of large-dimensional covariance matrices
Variable selection and estimation in high-dimensional models
Estimation of treatment effects with high-dimensional controls
Adaptive bridge estimation for high-dimensional regression models
Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models
A Robust High-Dimensional Estimation of Multinomial Mixture Models
Value-at-risk estimation for a high-dimensional portfolio
Shrinkage estimation with logarithmic penalties
Variance estimation for high-dimensional regression models
Advances in high-dimensional covariance matrix estimation
M-estimation in high-dimensional linear model
Variance Estimation for High-Dimensional Regression Models
Direct nonlinear shrinkage estimation of large-dimensional covariance matrices
Variable selection and estimation in high-dimensional models
Estimation of treatment effects with high-dimensional controls
Adaptive bridge estimation for high-dimensional regression models
Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models
A Robust High-Dimensional Estimation of Multinomial Mixture Models
Value-at-risk estimation for a high-dimensional portfolio