Model selection and shrinkage : an overview
Mehmet Caner & Marcelo C. Medeiros
| Year of publication: |
2016
|
|---|---|
| Authors: | Caner, Mehmet ; Medeiros, Marcelo C. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 8/10, p. 1343-1346
|
| Subject: | Shrinkage | Model selection | Lasso | Model averaging | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Wirtschaftsmodell | Economic model | Ökonometrisches Modell | Econometric model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2015.1071157 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011592330