Uniform inference in predictive regression models
Willa W. Chen; Rohit S. Deo; Yanping Yi
| Year of publication: |
2013
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|---|---|
| Authors: | Chen, Willa W. ; Deo, Rohit S. ; Yi, Yanping |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 31.2013, 4, p. 525-533
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| Subject: | Efron curvature | REML | Sup bound | Theorie | Theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Induktive Statistik | Statistical inference |