Sparse principal component regression
Modeling of complex systems is commonly confronted with high dimensional set of independent variables. Similarly, econometric models are usually built using time series data that often exhibit nonstationarity due to the impact of some policies and other economic forces. In both cases, linear regre...
| Cyhoeddwyd yn: | Philippine Statistician Vol. 62, no. 1 (2013), 33-50 |
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| Prif Awdur: | |
| Fformat: | Erthygl |
| Iaith: | English |
| Cyhoeddwyd: |
2013
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| Pynciau: |