Indicator selection of index construction by adaptive lasso with a generic [epsilon]-insensitive loss
Yafen Ye, Renyong Chi, Yuan-Hai Shao, Chun-Na Li, Xiangyu Hua
| Year of publication: |
2022
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|---|---|
| Authors: | Ye, Yafen ; Chi, Renyong ; Shao, Yuan-Hai ; Li, Chun-Na ; Hua, Xiangyu |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 3, p. 971-990
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| Subject: | Lasso | Regression | Robustness | Variable selection | Regressionsanalyse | Regression analysis | Index | Index number | Wirtschaftsindikator | Economic indicator | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10175-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380861