Local Predictability in High Dimensions

DOI10.1080/07350015.2025.2526424MaRDI QIDQ7229843zbMATH OpenFDO

Authors Philipp Adämmer

Publication date 17 April 2026

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Strictly Proper Scoring Rules, Prediction, and Estimation
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• The Elements of Statistical Learning
• Time-varying forecast combination for high-dimensional data

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