Inverse Moment Methods for Sufficient Forecasting using High-Dimensional
Predictors

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Inverse Moment Methods for Sufficient Forecasting using High-Dimensional Predictors

1 May 2017

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Papers citing "Inverse Moment Methods for Sufficient Forecasting using High-Dimensional Predictors"

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Title
Covariate-Adjusted Deep Causal Learning for Heterogeneous Panel Data Models Guanhao Zhou Yuefeng Han Xiufan Yu CML 145 0 0 26 May 2025
Mining the Factor Zoo: Estimation of Latent Factor Models with Sufficient Proxies Runzhe Wan Yingying Li Wenbin Lu Rui Song 59 4 0 25 Dec 2022
Nonlinear Sufficient Dimension Reduction for Distribution-on-Distribution Regression Q. Zhang Bing Li Lingzhou Xue 82 12 0 11 Jul 2022
Dimension Reduction for Fréchet Regression Q. Zhang Lingzhou Xue Bing Li 69 15 0 01 Oct 2021
Sufficient Forecasting Using Factor Models Jianqing Fan Lingzhou Xue Jiawei Yao AI4TS 75 79 0 27 May 2015
An adaptive composite quantile approach to dimension reduction Efang Kong Yingcun Xia 61 35 0 14 Aug 2014
On efficient dimension reduction with respect to a statistical functional of interest Wei Luo Bing Li Xiangrong Yin 63 33 0 21 Mar 2014
Efficient estimation in sufficient dimension reduction Yanyuan Ma Liping Zhu 78 102 0 02 Apr 2013
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 192 486 0 04 Jun 2012
Large Covariance Estimation by Thresholding Principal Orthogonal Complements Jianqing Fan Yuan Liao Martina Mincheva 178 857 0 30 Dec 2011
Dimension reduction for nonelliptically distributed predictors Bing Li Yuexiao Dong 107 114 0 24 Apr 2009
On surrogate dimension reduction for measurement error regression: An invariance law Bing Li Xiangrong Yin 112 20 0 06 Dec 2007