Model selection and shrinkage : an overview
Year of publication: |
2016
|
---|---|
Authors: | Caner, Mehmet ; Medeiros, Marcelo C. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 8/10, p. 1343-1346
|
Subject: | Shrinkage | Model selection | Lasso | Model averaging | Theorie | Theory | Modellierung | Scientific modelling |
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