Inverse moment methods for sufficient forecasting using high-dimensional predictors (Q5081566)
From MaRDI portal
scientific article; zbMATH DE number 7543335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse moment methods for sufficient forecasting using high-dimensional predictors |
scientific article; zbMATH DE number 7543335 |
Statements
Inverse moment methods for sufficient forecasting using high-dimensional predictors (English)
0 references
17 June 2022
0 references
factor model
0 references
forecasting
0 references
high-dimensional asymptotics
0 references
invariance property
0 references
principal component
0 references
sufficient dimension reduction
0 references
