Dynamic regression models for time-ordered functional data

DOI10.1214/20-BA1213zbMath1480.62260OpenAlexW3033350379MaRDI QIDQ2057327

Daniel R. Kowal

Publication date: 6 December 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/20-ba1213

zbMATH Keywords

forecastingshrinkageyield curveBayesian methodsfactor model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Functional data analysis (62R10)

Related Items (1)

Semiparametric functional factor models with Bayesian rank selection

Uses Software

• fda (R)
• refund
• gamair
• freqdom.fda

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