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  • Search: subject:"robust forecasting"
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Year of publication
Subject
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Forecasting model 2 Prognoseverfahren 2 Bayes-Statistik 1 Bayesian density forecasting 1 Bayesian inference 1 Estimation theory 1 Factor analysis 1 Faktorenanalyse 1 Hauptkomponentenanalyse 1 High-dimension 1 Independent component analysis 1 Latent factor 1 MN prior 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Principal component analysis 1 Robust forecasting 1 Robust statistics 1 Robustes Verfahren 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Zeitreihenanalyse 1 entropic tilting 1 robust forecasting 1 shrinkage 1 vector autoregression 1
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Undetermined 1
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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Chen, Yu 1 Lewis, Kurt F. 1 Lu, Feiyang 1 Shu, Lei 1 Whiteman, Charles H. 1
Published in...
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Finance research letters 1 Journal of forecasting 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Robust forecasting with scaled independent component analysis
Shu, Lei; Lu, Feiyang; Chen, Yu - In: Finance research letters 51 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014286507
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Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Lewis, Kurt F.; Whiteman, Charles H. - In: Journal of forecasting 34 (2015) 1, pp. 15-35
Persistent link: https://www.econbiz.de/10011305372
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