Using model selection algorithms to obtain reliable coefficient estimates
Jennifer L. Castle; Xiaochuan Qin; W. Robert Reed
| Year of publication: |
2013
|
|---|---|
| Authors: | Castle, Jennifer ; Qin, Xiaochuan ; Reed, W. Robert |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 27.2013, 2, p. 269-296
|
| Subject: | Algorithmus | Algorithm | Modellierung | Scientific modelling | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009759973