Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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A STUDY ON PREDICTION INTERVALS, FACTOR ANALYSIS MODELS AND HIGH-DIMENSIONAL EMPIRICAL LINEAR PREDICTION

  • Published : 2004.01.01

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Abstract

A technique that provides prediction intervals based on a model called an empirical linear model is discussed. The technique, high-dimensional empirical linear prediction (HELP), involves principal component analysis, factor analysis and model selection. HELP can be viewed as a technique that provides prediction (and confidence) intervals based on a factor analysis models do not typically have justifiable theory due to nonidentifiability, we show that the intervals are justifiable asymptotically.

Keywords

References

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