Forecasting retained earnings of privately held companies with PCA and L^1 regression

DOI10.1002/ASMB.1972MaRDI QIDQ6570577FDOQ6570577

Dan Zaelit, Harish S. Bhat

Publication date: 10 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

forecastingprincipal component analysisquantile regression\(L^1\) regressionprivate companies

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Principal component analysis.
• Regression Quantiles
• Random forests
• Quantile regression.
• Boosting algorithms: regularization, prediction and model fitting
• Robust Statistics
• Bankruptcy prediction by generalized additive models
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• Assessing the default risk by means of a discrete-time survival analysis approach
• The Elements of Statistical Learning
• Least Absolute Deviations Curve-Fitting

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