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High-dimensional data analysis
| Project funded by own resources |
| Project title |
High-dimensional data analysis |
| Principal Investigator(s) |
Kleiber, Christian
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| Project Members |
Huynh, Kevin
Bauer, Jan
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| Organisation / Research unit |
Departement Wirtschaftswissenschaften / Ökonometrie und Statistik (Kleiber) |
| Project start |
01.09.2021 |
| Probable end |
31.12.2025 |
| Status |
Active |
| Abstract |
The advent of 'big data' has led to new developments in classical areas of multivariate statistics as well as in settings where the number of variables exceeds the sample size. We are interested in methods for dimension reduction, clustering, etc and their applications in economics, finance and business. |
| Keywords |
cluster analysis, covariance matrix estimation, dimension reduction |
| Financed by |
University funds
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Published results () |
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ID |
Autor(en) |
Titel |
ISSN / ISBN |
Erschienen in |
Art der Publikation |
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4656562 |
Huynh, Kevin; Lenhard, Gregor |
Asymmetric Autoencoders for Factor-Based Covariance Matrix Estimation |
9781450393768 |
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Publication: ConferencePaper (Artikel, die in Tagungsbänden erschienen sind) |
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4694097 |
Bauer, Jan; Drabant, Bernhard |
Regression based thresholds in principal loading analysis |
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Journal of Multivariate Analysis |
Publication: JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift) |
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19/04/2024
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