Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors
Year of publication: |
2022
|
---|---|
Authors: | Yu, Xiufan ; Yao, Jiawei ; Xue, Lingzhou |
Subject: | Nonparametric estimation | Conformal inference | Factor models | Forecasting | High-dimensional predictors | Principal components | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Faktorenanalyse | Factor analysis | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Schätzung | Estimation | Nichtparametrische Schätzung |
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