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  • Search: subject:"high-dimensional predictors"
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Subject
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Estimation 2 Estimation theory 2 Forecasting model 2 Prognoseverfahren 2 Schätztheorie 2 Schätzung 2 Börsenkurs 1 Capital income 1 Common factor 1 Conformal inference 1 Factor analysis 1 Factor models 1 Faktorenanalyse 1 Forecasting 1 High-dimensional predictors 1 Induktive Statistik 1 Kapitaleinkommen 1 Nichtparametrische Schätzung 1 Nichtparametrisches Verfahren 1 Nonparametric estimation 1 Nonparametric statistics 1 Principal components 1 Regression analysis 1 Regressionsanalyse 1 Share price 1 Statistical inference 1 high-dimensional predictors 1 model selection 1 quantiles 1 regularization 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Ando, Tomohiro 1 Ohno, Saburo 1 Xue, Lingzhou 1 Yao, Jiawei 1 Yu, Xiufan 1
Published in...
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Econometric reviews 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors
Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 342-354
Persistent link: https://www.econbiz.de/10012804117
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Stock return predictability : a factor-augmented predictive regression system with shrinkage method
Ohno, Saburo; Ando, Tomohiro - In: Econometric reviews 37 (2018) 1/5, pp. 29-60
Persistent link: https://www.econbiz.de/10012038133
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