Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation
Le-Yu Chen and Sokbae Lee
| Year of publication: |
2021
|
|---|---|
| Authors: | Chen, Le-Yu ; Lee, Sokbae |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 24.2021, 1, p. 103-120
|
| Subject: | Classification | covariate selection | finite-sample property | maximum score estima-tion | mixed-integer optimisation | penalised estimation | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utaa017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012504453