High-dimensional Index Volatility Models via Stein's Identity

27 November 2018

Papers citing "High-dimensional Index Volatility Models via Stein's Identity"

7 / 7 papers shown

Title
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming Sen Na Michael W. Mahoney 40 8 0 27 May 2022
The generalized Lasso with non-linear observations Y. Plan Roman Vershynin 120 199 0 13 Feb 2015
Score Function Features for Discriminative Learning Majid Janzamin Hanie Sedghi Anima Anandkumar 53 43 0 19 Dec 2014
Phase Retrieval via Wirtinger Flow: Theory and Algorithms Emmanuel Candes Xiaodong Li Mahdi Soltanolkotabi 119 1,282 0 03 Jul 2014
Adaptive estimation under single-index constraint in a regression model O. Lepski N. Serdyukova 101 27 0 29 Apr 2013
Empirical likelihood for single-index varying-coefficient models L. Xue Qihua Wang 40 55 0 25 Jul 2012
Robust PCA via Outlier Pursuit Huan Xu Constantine Caramanis Sujay Sanghavi 79 766 0 20 Oct 2010