The following pages link to Ines Wilms (Q323297):
Displaying 13 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- changepoint.influence (Q123129) (← links)
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
- Sparse regression for large data sets with outliers (Q2242288) (← links)
- Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ (Q2815578) (← links)
- Sparse canonical correlation analysis from a predictive point of view (Q3465340) (← links)
- Cellwise robust regularized discriminant analysis (Q4970405) (← links)
- Graphical Influence Diagnostics for Changepoint Models (Q5057085) (← links)
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)
- An algorithm for the multivariate group lasso with covariance estimation (Q5139028) (← links)
- (Q5148950) (← links)
- Heteroscedasticity testing after outlier removal (Q5861048) (← links)
- Multiclass vector auto-regressive models for multistore sales data (Q6641404) (← links)
