Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225): Difference between revisions
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Revision as of 15:58, 8 December 2024
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? |
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Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (English)
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22 June 2016
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Bayesian shrinkage
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Bayesian VAR
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ridge regression
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Lasso regression
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principal components
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large cross-sections
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