Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382)
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scientific article; zbMATH DE number 6532837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? |
scientific article; zbMATH DE number 6532837 |
Statements
Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (English)
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19 January 2016
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factors models
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forecasting
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least absolute deviations
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principal components analysis
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robust estimation
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