Video: Mohsen Pourahmadi, "Thresholded Generalized Principal Component Regression: Forecasting with Many Predictors"

Video From 14w5157: Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond

Mohsen Pourahmadi, Texas A & M University

Tuesday, April 29, 2014 14:33 - 15:05

Thresholded Generalized Principal Component Regression: Forecasting with Many Predictors

Mohsen Pourahmadi, Video: Thresholded Generalized Principal Component Regression: Forecasting with Many Predictors

Mohsen Pourahmadi, Thresholded Generalized Principal Component Regression: Forecasting with Many Predictors, Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond, BIRS, BIRS talk, 14w5157, math, mathematics, video

Banff International Research Station

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mpeg4

85M

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201404291433-Pourahmadi.html

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