Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure (Q1869135)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references