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Research Output 2015 2020

  • 10 Article
  • 1 Conference article in proceeding
  • 1 Editorial
2020

Volatility Spillovers in Commodity Markets: A large t-vector autoregressive approach

Barbaglia, L., Croux, C. & Wilms, I., Jan 2020, In : Energy Economics. 85, 104555.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
2018

An algorithm for the multivariate group lasso with covariance estimation

Wilms, I. & Croux, C., 2018, In : Journal of Applied Statistics. 45, 4, p. 668-681 14 p.

Research output: Contribution to journalArticleAcademicpeer-review

Multiclass vector auto-regressive models for multistore sales data

Wilms, I., Barbaglia, L. & Croux, C., Feb 2018, In : Journal of the Royal Statistical Society Series C-Applied Statistics. 67, 2, p. 435-452 18 p.

Research output: Contribution to journalArticleAcademicpeer-review

2017

Cellwise robust regularized discriminant analysis

Aerts, S. & Wilms, I., Dec 2017, In : Statistical Analysis and Data Mining. 10, 6, p. 436-447 12 p.

Research output: Contribution to journalArticleAcademicpeer-review

Interpretable vector autoregressions with exogenous time series

Wilms, I., Basu, S., Bien, J. & Matteson, D. S., 2017, Interpretable Machine Learning: NIPS 2017 symposium proceedings. Wilson, A. G., Yosinski, J., Simard, P., Caruana, R. & Herlands, W. (eds.). p. 1-5 arXiv:1711.03623v1

Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingAcademicpeer-review

Open Access
2016

Commodity dynamics: A sparse multi-class approach

Barbaglia, L., Wilms, I. & Croux, C., Nov 2016, In : Energy Economics. 60, p. 62-72 11 p.

Research output: Contribution to journalArticleAcademicpeer-review

Discussion of 'Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models'

Croux, C. & Wilms, I., Jun 2016, In : Scandinavian Journal of Statistics. 43, 2, p. 353-356 4 p.

Research output: Contribution to journalEditorialAcademicpeer-review

Forecasting using sparse cointegration

Wilms, I. & Croux, C., 2016, In : International Journal of Forecasting. 32, 4, p. 1256-1267 12 p.

Research output: Contribution to journalArticleAcademicpeer-review

Identifying Demand Effects in a Large Network of Product Categories

Gelper, S., Wilms, I. & Croux, C., Mar 2016, In : Journal of Retailing. 92, 1, p. 25-39 15 p.

Research output: Contribution to journalArticleAcademicpeer-review

Robust sparse canonical correlation analysis

Wilms, I. & Croux, C., 11 Aug 2016, In : BMC Systems Biology. 10, 13 p., 72.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access

The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach

Wilms, I., Gelper, S. & Croux, C., 1 Oct 2016, In : European Journal of Operational Research. 254, 1, p. 138-147 10 p.

Research output: Contribution to journalArticleAcademicpeer-review

2015

Sparse canonical correlation analysis from a predictive point of view

Wilms, I. & Croux, C., Sep 2015, In : Biometrical Journal. 57, 5, p. 834-851

Research output: Contribution to journalArticleAcademicpeer-review