Composite Index Construction with Expert Opinion

DOI10.1080/07350015.2021.2000418zbMATH Open1542.62132MaRDI QIDQ6586887FDOQ6586887

Authors: Rong Chen, Yuanyuan Ji, Han Xiao, Pingfang Zhu 

Publication date: 13 August 2024

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• High-dimensional probability. An introduction with applications in data science
• An overview of the estimation of large covariance and precision matrices
• Perturbation bounds in connection with singular value decomposition
• The context-tree weighting method: basic properties
• Concentration inequalities and moment bounds for sample covariance operators
• Sample-weighted clustering methods
• Redundancy of the Context-Tree Weighting Method on Renewal and Markov Renewal Processes

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