Similar Search Results

Functional coefficient panel modeling with communal smoothing covariates

Phillips, Peter C. B.; Wang, Ying - 2019

Persistent link: https://www.econbiz.de/10012062413

Forecasting compositional time series : a state space approach

Snyder, Ralph D.; Ord, John Keith; Koehler, Anne B.; … - In: International journal of forecasting 33 (2017) 2, pp. 502-512

Persistent link: https://www.econbiz.de/10011922922

LocalGLMnet : interpretable deep learning for tabular data

Richman, Ronald; Wüthrich, Mario V. - In: Scandinavian actuarial journal 2023 (2023) 1, pp. 71-95

Persistent link: https://www.econbiz.de/10013491052

Variable selection in high dimensional linear regressions with parameter instability

Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - 2023

This paper is concerned with the problem of variable selection when the marginal effects of signals on the target variable as well as the correlation of the covariates in the active set are allowed to vary over time, without committing to any particular model of parameter instabilities. It poses...

Persistent link: https://www.econbiz.de/10013494088

A sparse approach for high-dimensional data with heavy-tailed noise

Ye, Yafen; Shao, Yuanhai; Li, Chunna - In: Economic research 35 (2022) 1,3, pp. 2764-2780

Persistent link: https://www.econbiz.de/10014382243

Automated Bayesian variable selection methods for binary regression models with missing covariate data

Bergrab, Michael; Aßmann, Christian - In: Wirtschafts- und sozialstatistisches Archiv : eine … 18 (2024) 2, pp. 203-244

Persistent link: https://www.econbiz.de/10015189850

Newton-type methods with the proximal gradient step for sparse estimation

Shimmura, Ryosuke; Suzuki, Joe - In: Operations research forum 5 (2024) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10015179744

Posterior odds with a generalized hyper-g-prior

George, Edward I.; Maruyama, Yuzo - In: Econometric reviews 33 (2014) 1/4, pp. 251-269

Persistent link: https://www.econbiz.de/10010359808

Backward-in-time selection of the order of dynamic regression prediction model

Vlachos, Ioannis; Kugiumtzis, Dimitris - In: Journal of forecasting 32 (2013) 8, pp. 685-701

Persistent link: https://www.econbiz.de/10010344464

Penalized estimation of high-dimensional models under a generalized sparsity condition

Horowitz, Joel; Huang, Jian - 2012

We consider estimation of a linear or nonparametric additive model in which a few coefficients or additive components are "large" and may be objects of substantive interest, whereas others are "small" but not necessarily zero. The number of small coefficients or additive components may exceed...

Persistent link: https://www.econbiz.de/10009567830