Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: KernSmooth / rank | |||
Normal rank | |||
Revision as of 17:20, 28 February 2024
scientific article; zbMATH DE number 6971468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series |
scientific article; zbMATH DE number 6971468 |
Statements
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (English)
0 references
2 November 2018
0 references
kernel smoother
0 references
penalized MAMAR
0 references
principal component analysis
0 references
semiparametric approximation
0 references
sure independence screening
0 references
ultra-high dimensional time series
0 references
