Model Averaging and Dimension Selection for the Singular Value Decomposition
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Sylvia Kaufmann & Markus Pape, 2024. "A geometric approach to factor model identification," Working Papers 24.06, Swiss National Bank, Study Center Gerzensee.
- Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019.
"Bayesian compressed vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
- Vivek F. Farias & Andrew A. L, 2019. "Learning Preferences with Side Information," Management Science, INFORMS, vol. 65(7), pages 3131-3149, July.
- Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019.
"Latent factor models for credit scoring in P2P systems,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 112-121.
- Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2018. "Latent Factor Models for Credit Scoring in P2P Systems," MPRA Paper 92636, University Library of Munich, Germany, revised 11 Oct 2018.
- Peter D. Hoff, 2009. "A hierarchical eigenmodel for pooled covariance estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(5), pages 971-992, November.
- Johannes Forkman & Julie Josse & Hans-Peter Piepho, 2019. "Hypothesis Tests for Principal Component Analysis When Variables are Standardized," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(2), pages 289-308, June.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlasa:v:102:y:2007:m:june:p:674-685. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.