Sharp threshold detection based on sup-norm error rates in high-dimensional models
Laurent Callot, Mehmet Caner, Anders Bredahl Kock, Juan Andres Riquelme
| Year of publication: |
April 2017
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| Authors: | Callot, Laurent ; Caner, Mehmet ; Kock, Anders Bredahl ; Riquelme, Juan Andres |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 2, p. 250-264
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| Subject: | Debt effect on GDP growth | Oracle inequality | Sup-norm bound | Threshold model | Thresholded scaled Lasso | Theorie | Theory | Wirtschaftswachstum | Economic growth | Nationaleinkommen | National income | Nichtlineare Regression | Nonlinear regression | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1052461 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011704188