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Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model
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Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model

Liao Zhu
R. Jarrow
M. Wells
ArXiv (abs)PDFHTML

Papers citing "Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model"

3 / 3 papers shown
Title
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
Liao Zhu
Sumanta Basu
R. Jarrow
M. Wells
61
23
0
23 Apr 2018
In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference
In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference
Sen Zhao
Daniela Witten
Ali Shojaie
82
58
0
16 May 2017
Strong rules for discarding predictors in lasso-type problems
Strong rules for discarding predictors in lasso-type problems
Robert Tibshirani
Jacob Bien
J. Friedman
Trevor Hastie
N. Simon
Jonathan E. Taylor
Robert Tibshirani
192
642
0
09 Nov 2010

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