Nonlinear forecasting with many predictors using kernel ridge regression
Peter Exterkate, Patrick J.F. Groenen, Christiaan Heij, Dick van Dijk
| Year of publication: |
July-September 2016
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| Authors: | Exterkate, Peter ; Groenen, Patrick J. F. ; Heij, Christiaan ; Dijk, Dick van |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 3, p. 736-753
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| Subject: | High dimensionality | Nonlinear forecasting | Ridge regression | Kernel methods | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2015.11.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011621797