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Revisiting Targeted Factors - MaRDI portal

Revisiting Targeted Factors

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Publication:4687602

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DOI10.1002/FOR.2429zbMath1397.62210OpenAlexW2465634519MaRDI QIDQ4687602

Jack Fosten

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://ueaeprints.uea.ac.uk/id/eprint/58596/1/Targeted_Factors_03_05_15.pdf

zbMATH Keywords

data reduction LASSO targeted predictors new principal components analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25)

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