Browsing by Author "Huang, Chen"
2016-03-21BuchFactorisable Sparse Tail Event Curves with Expectiles Härdle, Wolfgang Karl; Huang, Chen; Chao, Shih-KangOberwolfach Report: New Developments in Functional and Highly Multivariate Statistical Methodology
2016-12-29DiskussionspapierMultivariate Factorisable Sparse Asymmetric Least Squares Regression Chao, Shih-Kang; Härdle, Wolfgang Karl; Huang, ChenMore and more data are observed in form of curves. Numerous applications in finance, neuroeconomics, demographics and also weather and climate analysis make it necessary to extract common patterns and prompt joint modelling ...
2017-09-12DiskussionspapierSpatial Functional Principal Component Analysis with Applications to Brain Image Data Li, Yingxing; Huang, Chen; Härdle, Wolfgang KarlThis paper considers a fast and effective algorithm for conducting functional principle component analysis with multivariate factors. Compared with the univariate case, our approach could be more powerful in revealing ...