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The Review of Economics and Statistics, ISSN 0034-6535, 11/2000, Volume 82, Issue 4, pp. 540 - 554
This paper proposes a factor model with infinite dynamics and nonorthogonal idiosyncratic components. The model, which we call the generalized dynamic-factor... 
Economic models | Statistical variance | Infinity | Spectral energy distribution | Eigenvalues | Macroeconomics | Gross domestic product | Estimators | Consistent estimators | Dynamic modeling | SOCIAL SCIENCES, MATHEMATICAL METHODS | ARBITRAGE | ECONOMICS | Economics | Statistics | Studies | Economic activity | Statistical analysis | Manycountries
Journal Article
Computers and Geotechnics, ISSN 0266-352X, 07/2017, Volume 87, pp. 229 - 240
Journal Article
Structural Equation Modeling: A Multidisciplinary Journal, ISSN 1070-5511, 07/2009, Volume 16, Issue 3, pp. 498 - 522
We discuss the identification, estimation, and testing of structural equation models that have causal indicators. We first provide 2 rules of identification... 
MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | BREIVIK | BLOCK VARIABLES | FORMATIVE MEASUREMENT | WILCOX 2007 | SOCIAL SCIENCES, MATHEMATICAL METHODS | HOWELL | MULTIPLE INDICATORS | Causal Models | Structural Equation Models | Error of Measurement | Computation | Identification | Statistical Significance | Testing
Journal Article
Automatica, ISSN 0005-1098, 2009, Volume 45, Issue 2, pp. 382 - 392
This paper addresses the problem of constructing reliable directly from observed data. Differently from standard predictor models, interval predictors return a... 
Interval prediction | Convex optimization | Statistical learning | Set-valued models | Model identification | SYSTEMS | OPTIMIZATION | UNIFORM-CONVERGENCE | AUTOMATION & CONTROL SYSTEMS | VIOLATED CONSTRAINTS | ENGINEERING, ELECTRICAL & ELECTRONIC | Control systems | Analysis
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 12/2018, Volume 47, Issue 23, pp. 5639 - 5661
Journal Article
Energy & Buildings, ISSN 0378-7788, 2011, Volume 43, Issue 2, pp. 285 - 299
Model identification allows the assessment of energy performance of buildings based on measured data. However, model identification of occupied buildings is... 
Identification | Occupied buildings | Energy performances | Measurements | SPACE | ENGINEERING, CIVIL | CONSTRUCTION & BUILDING TECHNOLOGY | REDUCTION | ENERGY & FUELS | THERMAL-SYSTEMS | COMPONENTS | Training | Statistical analysis | Computer simulation | Heating | Buildings | Disturbances | Mathematical models | Assessments | Estimates
Journal Article
IEEE Transactions on Industrial Informatics, ISSN 1551-3203, 06/2016, Volume 12, Issue 3, pp. 1055 - 1063
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 06/2018, Volume 47, Issue 11, pp. 2701 - 2719
It is well known that M-estimation is a widely used method for robust statistical inference and the varying coefficient models have been widely applied in many... 
62G08 | robust estimation | oracle property | B-spline | 62G35 | varying coefficient | longitudinal data | REGRESSION | MIXED MODELS | LASSO | PARTIALLY LINEAR STRUCTURE | STATISTICS & PROBABILITY | VARIABLE SELECTION | ORACLE PROPERTIES | Bivariate analysis | Statistical analysis | Computer simulation | Splines | Sampling methods | Statistical methods | Regression analysis | Statistical inference | Coefficients
Journal Article
Artificial Intelligence Review, ISSN 0269-2821, 08/2017, Volume 48, Issue 2, pp. 237 - 259
Journal Article