Arbeitspapier
Factorisable sparse tail event curves with expectiles
Oberwolfach Report: New Developments in Functional and Highly Multivariate Statistical Methodology
- Language
-
Englisch
- Bibliographic citation
-
Series: SFB 649 Discussion Paper ; No. 2016-018
- Classification
-
Wirtschaft
Multiple or Simultaneous Equation Models: Classification Methods; Cluster Analysis; Principal Components; Factor Models
Large Data Sets: Modeling and Analysis
Optimization Techniques; Programming Models; Dynamic Analysis
Design of Experiments: Laboratory, Individual
Neuroeconomics
- Subject
-
multivariate functional data
high-dimensional M-estimators
nuclear norm regularizer
factor analysis
expectile regression
fMRI
risk perception
- Event
-
Geistige Schöpfung
- (who)
-
Härdle, Wolfgang Karl
Huang, Chen
Chao, Shih-Kang
- Event
-
Veröffentlichung
- (who)
-
Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk
- (where)
-
Berlin
- (when)
-
2016
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Härdle, Wolfgang Karl
- Huang, Chen
- Chao, Shih-Kang
- Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk
Time of origin
- 2016