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Researcher
Ines Wilms
- Disciplines:Statistics, Applied mathematics in specific fields, Numerical methods
Affiliations
- Operations Research and Statistics Research Group (ORSTAT) (main work address Leuven) (Research unit)
Member
From1 Sep 2012 → 30 Sep 2020
Projects
1 - 2 of 2
- Multi-class estimation for high-dimensional econometric modelsFrom1 Oct 2016 → 1 Sep 2018Funding: FWO fellowships
- Sparse and robust estimation of vector autoregressive models with applications in marketing and economics.From1 Oct 2012 → 30 Sep 2016Funding: FWO fellowships
Publications
1 - 10 of 23
- Volatility spillovers in commodity markets: A large t-vector autoregressive approach(2020)Published in: Energy EconomicsISSN: 0140-9883Volume: 85
- An algorithm for the multivariate group lasso with covariance estimation(2018)Published in: Journal of Applied StatisticsISSN: 0266-4763Issue: 4Volume: 45Pages: 668 - 681
- Multi-class vector autoregressive models for multi-store sales data(2018)Published in: Journal of the Royal Statistical Society: Series C (Applied Statistics)ISSN: 0035-9254Issue: 2Volume: 67Pages: 435 - 452
- An algorithm for the multivariate group lasso with covariance estimation(2018)Published in: Journal of Applied StatisticsISSN: 0266-4763Issue: 4Volume: 45Pages: 668 - 681
- Multi-class vector autoregressive models for multi-store sales data(2018)Published in: Journal of the Royal Statistical Society: Series C (Applied Statistics)ISSN: 0035-9254Issue: 2Volume: 67Pages: 435 - 452
- Large vector autoregressions, networks and economic applications.(2017)
- Cellwise robust regularized discriminant analysis(2017)Published in: Statistical Analysis and Data MiningISSN: 1932-1864Issue: 6Volume: 10Pages: 436 - 447
- Interpretable vector autoregressions with exogenous time series(2017)Pages: 1 - 5Number of pages: 5
- Cellwise robust regularized discriminant analysis(2017)Published in: Statistical Analysis and Data MiningISSN: 1932-1864Issue: 6Volume: 10Pages: 436 - 447
- Robust and sparse canonical correlation analysis(2016)Published in: BMC Systems BiologyISSN: 1752-0509Issue: 1Volume: 10