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

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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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