Sharp threshold detection based on sup-norm error rates in high-dimensional models
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 |
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Sharp threshold detection based on sup-norm error rates in high-dimensional models
Callot, Laurent, (2015)
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Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models
Callot, Laurent, (2015)
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Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models
Callot, Laurent, (2015)
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Sharp threshold detection based on sup-norm error rates in high-dimensional models
Callot, Laurent, (2015)
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Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent, (2015)
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Sharp Threshold Detection based on Sup-Norm Error Rates in High-Dimensional Models
Callot, Laurent, (2015)
- More ...