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Keyword
- COX's model1
- Cox's model1
- Partial Likelihood1
- Penalized Likelihood1
- factor model1
- forecasting1
- high dimensional1
- high-dimensional predictors1
- high-dimensional tests1
- iterative procedure1
- mixed-phase cloud1
- model selection consistency1
- multi-factor pricing models1
- nonparametric estimation1
- phase partitioning1
- power enhancement1
- predictive inference1
- principal components1
- radar Doppler spectra1
- screening1