Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators

by Jesper R.-V. Sørensen & Denis Chetverikov

Year of publication:	[2021]
Authors:	Sørensen, Jesper R.-V. ; Četverikov, Denis N.
Publisher:	Copenhagen, Denmark : Department of Economics, University of Copenhagen
Subject:	Penalty parameter selection \| penalized M-estimation \| high-dimensional models \| sparsity \| cross-validation \| bootstrap \| Schätztheorie \| Estimation theory \| Bootstrap-Verfahren \| Bootstrap approach \| Strafe \| Punishment

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