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...
| 出版年: | Philippine Statistician Vol. 62, no. 1 (2013), 33-50 |
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| 第一著者: | |
| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
2013
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| 主題: |