Inverse moment methods for sufficient forecasting using high-dimensional predictors

DOI10.1093/BIOMET/ASAB037OpenAlexW3177295412MaRDI QIDQ5081566

Xiufan Yu, Lingzhou Xue, Wei Luo, Jiawei Yao

Publication date: 17 June 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.00395

zbMATH Keywords

forecastingfactor modelsufficient dimension reductionprincipal componentinvariance propertyhigh-dimensional asymptotics

Mathematics Subject Classification ID

Statistics (62-XX)

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