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Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure - MaRDI portal

Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure (Q1869135)

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scientific article; zbMATH DE number 1895932
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English
Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure
scientific article; zbMATH DE number 1895932

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    Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure (English)
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    9 April 2003
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    Prediction
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    Asymptotic theory
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    Factor analysis
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    Principal component analysis
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