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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Humboldt-Universität zu Berlin | Wirtschaftswissen­schaftliche Fakultät | High Dimensional Nonstationary Time Series | About us | News Feed | Publication: Chao, Härdle and Huang publish paper in Computational Statistics and Data Analysis

Publication: Chao, Härdle and Huang publish paper in Computational Statistics and Data Analysis

03.12.2017. The paper "Multivariate Factorizable Expectile Regression with Application to fMRI Data" authored by Shih-Kang Chao, Wolfgang K. Härdle and Chen Huang has been accepted for publication in Computational Statistics and Data Analysis.