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20152023
most citedInterpretable Vector AutoRegressions with Exogenous Time Series

8 citations · 19 across the 15 of their papers we have counts for

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Showing 2022Show all

5 papers · 1 filter

stat.ME2022

Principal Balances of Compositional Data for Regression and Classification using Partial Least Squares

V. Nesrstová, I. Wilms, J. Palarea-Albaladejo +4

High-dimensional compositional data are commonplace in the modern omics sciences amongst others. Analysis of compositional data requires a proper choice of orthonormal coordinate r…

stat.ME2022★ 1 cited

The Influence Function of Graphical Lasso Estimators

Gaëtan Louvet, Jakob Raymaekers, Germain Van Bever +1

The precision matrix that encodes conditional linear dependency relations among a set of variables forms an important object of interest in multivariate analysis. Sparse estimation…

econ.EM2022★ 4 cited

Local Projection Inference in High Dimensions

Robert Adamek, Stephan Smeekes, Ines Wilms

In this paper, we estimate impulse responses by local projections in high-dimensional settings. We use the desparsified (de-biased) lasso to estimate the high-dimensional local pro…

econ.GN2022

Detecting Anti-dumping Circumvention: A Network Approach

Luca Barbaglia, Christophe Croux, Ines Wilms

Despite the increasing integration of the global economic system, anti-dumping measures are a common tool used by governments to protect their national economy. In this paper, we p…

stat.ME2022

Regularized Predictive Models for Beef Eating Quality of Individual Meals

Garth Tarr, Ines Wilms

Faced with changing markets and evolving consumer demands, beef industries are investing in grading systems to maximise value extraction throughout their entire supply chain. The M…