Best subset binary prediction
Year of publication: |
2018
|
---|---|
Authors: | Chen, Le-Yu ; Lee, Sokbae |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 206.2018, 1, p. 39-56
|
Subject: | lo-constrained maximization | Best subset selection | Binary choice | Finite sample property | Maximum score estimation | Minimax optimality | Mixed integer optimization | Präferenztheorie | Theory of preferences | Mathematische Optimierung | Mathematical programming | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory |
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