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IPAD: Stable Interpretable Forecasting with Knockoffs Inference

Interpretability and stability are two important features that are desired in many contemporary big data applications arising in statistics, economics, and finance. While the former is enjoyed to some extent by many existing forecasting approaches, the latter in the sense of controlling the fraction...

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Dettagli Bibliografici
Pubblicato in:J Am Stat Assoc
Autori principali: Fan, Yingying, Lv, Jinchi, Sharifvaghefi, Mahrad, Uematsu, Yoshimasa
Natura: Artigo
Lingua:Inglês
Pubblicazione: 2019
Soggetti:
Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC7954402/
https://ncbi.nlm.nih.gov/pubmed/33716359
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2019.1654878
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