Sufficient forecasting using factor models (Q75240)
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scientific article; zbMATH DE number 6803383
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sufficient forecasting using factor models |
scientific article; zbMATH DE number 6803383 |
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201
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2
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292-306
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December 2017
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7 November 2017
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Sufficient forecasting using factor models (English)
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forecasting
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factor model
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learning indices
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sliced inverse regression
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asymptotic properties
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principal component analysis
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nonparametric forecasting
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0.8295604586601257
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0.7794552445411682
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0.7789648771286011
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0.7585479617118835
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Jianqing Fan
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Jiawei Yao
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