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A note on the general solution for a projection matrix in latent factor models
Groß, Jürgen; Lübke, Karsten; Weihs, Claus - 2002
Persistent link: https://www.econbiz.de/10009772061
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A note on the dimension of the projection space in a latent factor regression model with application to business cycle classification
Lübke, Karsten (contributor); Weihs, Claus (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002141641
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Determination of optimal prediction oriented multivariate latent factor models using loss functions
Weihs, Claus; Hothorn, Torsten - 2002
Persistent link: https://www.econbiz.de/10001742155
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Determination of optimal prediction oriented multivariate latent factor models using loss functions
Weihs, Claus; Hothorn, Torsten - 2002
In this paper a projection pursuit method is developed which determines optimal multivariate latent factor models based on a flexible loss function. This way, the unknown model coefficients are estimated with respect to optimal predictive power. The specification of the loss function in...
Persistent link: https://www.econbiz.de/10009775973