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Start Over Committee Member Lingzhou Xue Committee Member Runze Li Keyword factor model Keyword principal components

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Author:: Yu, Xiufan
Title:: Nonparametric Estimation of Sufficient Forecasting with a Diverging Number of Factors
Graduate Program:: Statistics
Keywords:: factor model
forecasting
principal components
high-dimensional predictors
nonparametric estimation
predictive inference
File:: Download MSThesis.pdf
Committee Members:: Runze Li, Thesis Advisor/Co-Advisor
Lingzhou Xue, Thesis Advisor/Co-Advisor
Bing Li, Committee Member
Ephraim Mont Hanks, Committee Member

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