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  • Search: subject:"penalty parameter"
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Year of publication
Subject
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Penalty parameter selection 5 bootstrap 5 cross-validation 5 high-dimensional models 5 penalized M-estimation 5 sparsity 5 Estimation theory 3 Punishment 3 Schätztheorie 3 Strafe 3 Bootstrap approach 2 Bootstrap-Verfahren 2 Penalty parameter 2 Constraints 1 Convergence rate 1 Economic growth 1 FSA 1 Growth accelerations 1 Growth theory 1 HPR filter 1 Investition 1 Investment 1 Lasso 1 Physical capital accumulation 1 Time Discretization 1 Wachstumstheorie 1 Welt 1 Wirtschaftswachstum 1 World 1 neuroimaging 1 penalty parameter 1 stock prices 1
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Online availability
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Free 8
Type of publication
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Book / Working Paper 6 Article 2
Type of publication (narrower categories)
All
Working Paper 6 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 7 Undetermined 1
Author
All
Sørensen, Jesper R.-V. 3 Četverikov, Denis N. 3 Sørensen, Jesper R-V 2 Arowolo, O. T. 1 Chetverikov, Denis N. 1 Federico, Antonio Pietro 1 Härdle, Wolfgang Karl 1 Lukuman, A. 1 Mabayoje, A. 1 Omolehin, J. O. 1 Parello, Carmelo Pierpaolo 1 Pio Monti, Ricardo 1 Rauf, K. 1 Zbonakova, Lenka 1 éCetverikov, Denis N. 1
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Published in...
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CEMMAP working papers / Centre for Microdata Methods and Practice 2 cemmap working paper 2 Discussion papers / Department of Economics, University of Copenhagen 1 Economics letters 1 IRTG 1792 Discussion Paper 1 Journal of Asian Scientific Research 1
Source
All
ECONIS (ZBW) 4 EconStor 3 RePEc 1
Showing 1 - 8 of 8
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Growth accelerations and takeoffs : is there a role for capital accumulation?
Federico, Antonio Pietro; Parello, Carmelo Pierpaolo - In: Economics letters 236 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10015071990
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Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators
Chetverikov, Denis N.; Sørensen, Jesper R.-V. - 2022
We develop two new methods for selecting the penalty parameter for the e1-penalized high-dimensional M-estimator, which …
Persistent link: https://www.econbiz.de/10013253002
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Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators
Četverikov, Denis N.; Sørensen, Jesper R.-V. - 2022
We develop two new methods for selecting the penalty parameter for the e1-penalized high-dimensional M-estimator, which …
Persistent link: https://www.econbiz.de/10012800795
Saved in:
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Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of highdimensional M-estimators
éCetverikov, Denis N.; Sørensen, Jesper R-V - 2021
We develop two new methods for selecting the penalty parameter for the l1 -penalized high-dimensional M …
Persistent link: https://www.econbiz.de/10012621158
Saved in:
Cover Image
Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators
Sørensen, Jesper R.-V.; Četverikov, Denis N. - 2021
Persistent link: https://www.econbiz.de/10012627495
Saved in:
Cover Image
Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of highdimensional M-estimators
Četverikov, Denis N.; Sørensen, Jesper R-V - 2021
We develop two new methods for selecting the penalty parameter for the l1 -penalized high-dimensional M …
Persistent link: https://www.econbiz.de/10012501445
Saved in:
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Towards the interpretation of time-varying regularization parameters in streaming penalized regression models
Zbonakova, Lenka; Pio Monti, Ricardo; Härdle, Wolfgang Karl - 2018
High-dimensional, streaming datasets are ubiquitous in modern applications. Examples range from nance and e-commerce to the study of biomedical and neuroimaging data. As a result, many novel algorithms have been proposed to address challenges posed by such datasets. In this work, we focus on the...
Persistent link: https://www.econbiz.de/10012433208
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Some Numerical Results on Function Space (Fsa) Algorithms
Omolehin, J. O.; Rauf, K.; Mabayoje, A.; Arowolo, O. T.; … - In: Journal of Asian Scientific Research 2 (2012) 9, pp. 504-517
improves as the penalty parameter grows. …
Persistent link: https://www.econbiz.de/10010598030
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