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Oracle inequalities for convex loss functions with nonlinear targets

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Variable selection in sparse semiparametric single index models

Chu, Jianghao; Lee, Tae-hwy; Ullah, Aman - 2019

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Inference in regression discontinuity designs with high-dimensional covariates

Kreiss, Alexander; Rothe, Christoph - In: The econometrics journal 26 (2023) 2, pp. 105-123

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LASSO-type penalization in the framework of generalized additive models for location, scale and shape

Groll, Andreas; Hambuckers, Julien; Kneib, Thomas; … - 2018

options are provided: the conventional least absolute shrinkage and selection operator (LASSO) for metric covariates, and both … group and fused LASSO for categorical predictors. The methods are investigated both for simulated data and for two real data …

Persistent link: https://www.econbiz.de/10011899137