TY  - GEN 
AU  - Marchese, Malvina
AU  - Martínez Miranda, María Dolores
AU  - Perch Nielsen, Jens
AU  - Scholz, Michael
PY  - 2024
UR  - https://hdl.handle.net/10481/95987
AB  - The availability of many variables with predictive power makes their selection
in a regression context difficult. This study considers robust and understandable
low-dimensional estimators as building blocks to improve overall predictive power
by...
LA  - eng
PB  - Springer
KW  - Forecasting
KW  - Non-linear prediction
KW  - Stock returns
TI  - Robustifying and simplifying high‑dimensional regression with applications to yearly stock return and telematics data
DO  - 10.1186/s40854-024-00657-9
ER  -