Composite Index Construction with Expert Opinion

DOI10.1080/07350015.2021.2000418MaRDI QIDQ6586887zbMATH OpenFDO

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

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

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