Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Year of publication: |
2018
|
---|---|
Authors: | Kim, Hyun Hak ; Swanson, Norman R. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 34.2018, 2, p. 339-354
|
Subject: | Prediction | Independent component analysis | Sparse principal component analysis | Bagging | Boosting | Bayesian model averaging | Ridge regression | Least angle regression | Elastic net and non-negative garotte | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Faktorenanalyse | Factor analysis | USA | United States | Theorie | Theory |
-
Looking into the black box of the Korean economy : the sparse factor model approach
Kim, Hyun Hak, (2018)
-
Kim, Hyun Hak, (2014)
-
Kim, Hyun Hak, (2011)
- More ...
-
Kim, Hyun Hak, (2011)
-
Mining big data using parsimonious factor and shrinkage methods
Kim, Hyun Hak, (2013)
-
Kim, Hyun Hak, (2014)
- More ...