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

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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

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