Skip to contents

  1. Li, Yingxing [Author]; Härdle, Wolfgang [Author]; Huang, Chen [Author]

    Smooth principal component analysis for high dimensional data

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Berlin: SFB 649, Humboldt-Universität zu Berlin, 04.09.2017

    Published in: Sonderforschungsbereich Ökonomisches Risiko: SFB 649 discussion paper ; 2017024

  2. Ren, Rui [Author]; Lu, Meng-Jou [Author]; Li, Yingxing [Author]; Härdle, Wolfgang [Author]

    Financial Risk Meter based on expectiles

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Berlin: International Research Training Group 1792, [2021]

    Published in: IRTG 1792 discussion paper ; 2021,8

  3. Chen, Haiqiang [Author]; Li, Yingxing [Author]; Lin, Ming [Author]; Zhu, Yanli [Author]

    A Regime Shift Model with Nonparametric Switching Mechanism

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Berlin: Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", 2018

  4. Chen, Haiqiang [Author]; Li, Yingxing [Author]; Lin, Ming [Author]; Zhu, Yanli [Author]

    A Regime Shift Model with Nonparametric Switching Mechanism

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Berlin: Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", 2018