Sparse-group independent component analysis with application to yield curves prediction (Q1727895): Difference between revisions

@@ Property / DOI @@
-.1016/j.csda.2018.08.027
@@ Property / DOI: 10.1016/j.csda.2018.08.027 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2018.08.027
+Normal rank
@@ Property / OpenAlex ID @@
+W2893476104
@@ Property / OpenAlex ID: W2893476104 / rank @@
+Normal rank
@@ Property / cites work @@
+.1162/jmlr.2003.4.7-8.1297
@@ Property / cites work: 10.1162/jmlr.2003.4.7-8.1297 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization of Wavelet Approximations
@@ Property / cites work: Regularization of Wavelet Approximations / rank @@
+Normal rank
@@ Property / cites work @@
+.1162/153244303768966085
@@ Property / cites work: 10.1162/153244303768966085 / rank @@
+Normal rank
@@ Property / cites work @@
+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
+Normal rank
@@ Property / cites work @@
+TVICA -- time varying independent component analysis and its application to financial data
+Normal rank
@@ Property / cites work @@
+COPICA -- independent component analysis via copula techniques
+Normal rank
@@ Property / cites work @@
+Adaptive dynamic Nelson-Siegel term structure model with applications
+Normal rank
@@ Property / cites work @@
+Independent component analysis, a new concept?
@@ Property / cites work: Independent component analysis, a new concept? / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting the term structure of government bond yields
+Normal rank
@@ Property / cites work @@
+Q4903819
@@ Property / cites work: Q4903819 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+A Statistical View of Some Chemometrics Regression Tools
+Normal rank
@@ Property / cites work @@
+Imposing sparsity on the mixing matrix in independent component analysis.
+Normal rank
@@ Property / cites work @@
+Financial modeling under non-Gaussian distributions.
+Normal rank
@@ Property / cites work @@
+What is Projection Pursuit?
@@ Property / cites work: What is Projection Pursuit? / rank @@
+Normal rank
@@ Property / cites work @@
+An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
+Normal rank
@@ Property / cites work @@
+Asymptotics for Lasso-type estimators.
@@ Property / cites work: Asymptotics for Lasso-type estimators. / rank @@
+Normal rank
@@ Property / cites work @@
+Independent Component Analysis Involving Autocorrelated Sources With an Application to Functional Magnetic Resonance Imaging
+Normal rank
@@ Property / cites work @@
+Support union recovery in high-dimensional multivariate regression
+Normal rank
@@ Property / cites work @@
+Blind separation of mixture of independent sources through a quasi-maximum likelihood approach
+Normal rank
@@ Property / cites work @@
+Independent component analysis via nonparametric maximum likelihood estimation
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Combined forecasts in portfolio optimization: a generalized approach
+Normal rank
@@ Property / cites work @@
+Independent Component Analysis and Blind Signal Separation
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank
@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q129208297
@@ Property / Wikidata QID: Q129208297 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.CSDA.2018.08.027
@@ Property / DOI: 10.1016/J.CSDA.2018.08.027 / rank @@
+Normal rank