Browsen in EconStor gesamt nach Autor:innen Chao, Shih-Kang
Zeige Ergebnisse 1 bis 9 von 9
Erscheinungsjahr | Titel | Autor:innen |
2012 | Quantile regression in risk calibration | Chao, Shih-Kang; Härdle, Wolfgang Karl; Wang, Weining |
2015 | Factorisable sparse tail event curves | Chao, Shih-Kang; Härdle, Wolfgang Karl; Yuan, Ming |
2016 | Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors | Kim, Kun Ho; Chao, Shih-Kang; Härdle, Wolfgang Karl |
2016 | Factorisable sparse tail event curves with expectiles | Härdle, Wolfgang Karl; Huang, Chen; Chao, Shih-Kang |
2016 | Multivariate factorisable sparse asymmetric least squares regression | Chao, Shih-Kang; Härdle, Wolfgang Karl; Huang, Chen |
2016 | Factorisable multi-task quantile regression | Chao, Shih-Kang; Härdle, Wolfgang Karl; Yuan, Ming |
2017 | The impact of news on US household inflation expectations | Chao, Shih-Kang; Härdle, Wolfgang Karl; Sheen, Jeffrey R.; Trück, Stefan; Wang, Ben Zhe |
2020 | Factorisable Multitask Quantile Regression | Chao, Shih-Kang; Härdle, Wolfgang Karl; Yuan, Ming |
2020 | Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function | Kim, Kun Ho; Chao, Shih-Kang; Härdle, Wolfgang Karl |