Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors
Xiufan Yu, Jiawei Yao, and Lingzhou Xue
| Year of publication: |
2022
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|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1813589 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804117