A new sparse variable selection via random-effect model
Year of publication: |
2014
|
---|---|
Authors: | Lee, Youngjo ; Oh, Hee-Seok |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 125.2014, C, p. 89-99
|
Publisher: |
Elsevier |
Subject: | Maximum likelihood estimator | Prediction | Random-effect models | Sparsity | Variable selection |
-
Real-time nowcasting with sparse factor models
Hauber, Philipp, (2022)
-
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine, (2016)
-
High-dimensional instrumental variables regression and confidence sets
Gautier, Eric, (2018)
- More ...
-
Cross-validated wavelet shrinkage
Oh, Hee-Seok, (2009)
-
A fast wavelet approach for recovering damaged images
Kim, Donghoh, (2008)
-
Smoothly clipped absolute deviation on high dimensions
Kim, Yongdai, (2008)
- More ...