Correction to: Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: In: Computational economics, 59.2021, 1, 225, 1 S.

Event: Veröffentlichung

(where): Frankfurt am Main

(who): Universitätsbibliothek Johann Christian Senckenberg

(when): 2021

Creator: Schober, Peter
Valentin, Julian
Pflüger, Dirk

DOI: 10.1007/s10614-021-10105-w

URN: urn:nbn:de:hebis:30:3-636569

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:47 PM CET

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Associated

Schober, Peter
Valentin, Julian
Pflüger, Dirk
Universitätsbibliothek Johann Christian Senckenberg

Time of origin

2021

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Inference for high-dimensional sparse econometric models

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Correction to: Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids

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Other Objects (12)

Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids

Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids

Inference for high-dimensional sparse econometric models

Finite element methods with hierarchical WEB-splines

B-splines on sparse grids for uncertainty quantification

Spatially adaptive sparse grids for high-dimensional problems

Sparse High-dimensional Approximation from Highly Noisy Data

Sparse and robust classification methods for high-dimensional datasets

L1-Penalised quantile regression in high-dimensional sparse models

Estimates for generalized sparse grid hierarchical basis preconditioners

High-dimensional sparse financial networks through a regularised regression model

Robust inference in high-dimensional approximately sparse quantile regression models

Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids

Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids

Inference for high-dimensional sparse econometric models

Finite element methods with hierarchical WEB-splines

B-splines on sparse grids for uncertainty quantification

Spatially adaptive sparse grids for high-dimensional problems

Sparse High-dimensional Approximation from Highly Noisy Data

Sparse and robust classification methods for high-dimensional datasets

L1-Penalised quantile regression in high-dimensional sparse models

Estimates for generalized sparse grid hierarchical basis preconditioners

High-dimensional sparse financial networks through a regularised regression model

Robust inference in high-dimensional approximately sparse quantile regression models

Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids

Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids

Inference for high-dimensional sparse econometric models

Finite element methods with hierarchical WEB-splines

B-splines on sparse grids for uncertainty quantification

Spatially adaptive sparse grids for high-dimensional problems

Sparse High-dimensional Approximation from Highly Noisy Data

Sparse and robust classification methods for high-dimensional datasets

L1-Penalised quantile regression in high-dimensional sparse models

Estimates for generalized sparse grid hierarchical basis preconditioners

High-dimensional sparse financial networks through a regularised regression model

Robust inference in high-dimensional approximately sparse quantile regression models

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