Robust forecasting by regularization
Dobrislav Dobrev and Ernst Schaumburg
| Year of publication: |
2012
|
|---|---|
| Authors: | Dobrev, Dobrislav ; Schaumburg, Ernst |
| Publisher: |
London : CEA, Cass Business School |
| Subject: | Out-of-sample forecasting | regularization | reduced rank regression | ridge regression | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics |