Factor models and variable selection in high-dimensional regression analysis

Annals of Statistics

Volumn 39, Issue 5, 2011, Pages 2410-2447

  Kneip, Alois ^a   Sarda, Pascal ^b  

^a UNIVERSITY OF BONN   (Germany)

^b INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

Factor models; Functional regression; Linear regression; Model selection

Indexed keywords

EID: 82655189987     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOS905     Document Type: Article

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