Cross-validation for selecting a model selection procedure
Yongli Zhang, Yuhong Yang
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Zhang, Yongli ; Yang, Yuhong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 95-112
|
| Subject: | Cross-validation | Cross-validation paradox | Data splitting ratio | Adaptive procedure selection | Information criterion | LASSO | MCP | SCAD | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011498762