Prediction intervals, factor analysis models, and high-dimensional empirical linear prediction

Ding, A. Adam, Hwang, J. T. Gene . Journal of the American Statistical Association 1999. 94 :446-455

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@article{CIS-156375,
  Author = {Ding, A. Adam and Hwang, J. T. Gene},
  Title = {Prediction intervals, factor analysis models, and high-dimensional empirical linear prediction},
  Journal = {Journal of the American Statistical Association},
  Volume = {94},
  Year = {1999},
  Pages = {446--455},
  Keywords = {Confidence interval, Principal component analysis, Model selection, Prediction intervals, Theory and Methods}
}

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