Factor analysis regression for predictive modeling with high-dimensional data
Randy Carter, Netsanet Michael
| Year of publication: |
2022
|
|---|---|
| Authors: | Carter, Randy L. ; Michael, Netsanet |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 20.2022, supplement 1, p. 115-132
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| Subject: | Bilinear factor model | Cross-validation | Factor analysis regression | Factor structure covariance matrix | Mean square error of prediction | Monte Carlo studies | Partial least squares | Principal component analysis | Principal component regression | Faktorenanalyse | Factor analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Hauptkomponentenanalyse | Korrelation | Correlation | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-022-00322-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013441609