Prediction Intervals, Factor Analysis Models, and High-Dimensional Empirical Linear Prediction
From MaRDI portal
Publication:4541222
DOI10.2307/2670165zbMath1072.62592OpenAlexW4241056407MaRDI QIDQ4541222
J. T. Gene Hwang, A. Adam Ding
Publication date: 30 July 2002
Full work available at URL: https://doi.org/10.2307/2670165
Factor analysis and principal components; correspondence analysis (62H25) Linear inference, regression (62J99)
Related Items (4)
Conditional predictive inference post model selection ⋮ Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments ⋮ Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence ⋮ Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure
This page was built for publication: Prediction Intervals, Factor Analysis Models, and High-Dimensional Empirical Linear Prediction