Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6596371
@@ Property / zbMATH DE Number: 6596371 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian shrinkage
@@ Property / zbMATH Keywords: Bayesian shrinkage / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian VAR
@@ Property / zbMATH Keywords: Bayesian VAR / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ridge regression
@@ Property / zbMATH Keywords: ridge regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lasso regression
@@ Property / zbMATH Keywords: Lasso regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+principal components
@@ Property / zbMATH Keywords: principal components / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large cross-sections
@@ Property / zbMATH Keywords: large cross-sections / rank @@
+Normal rank

Revision as of 21:32, 27 June 2023