Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure (Q1869135)
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English | Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure |
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Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure (English)
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9 April 2003
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Prediction
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Asymptotic theory
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Factor analysis
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Principal component analysis
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