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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