Tuning Parameter Selection Consistency in an Ultrahigh Dimensional Setup : A Comment on the Sure Independence Screening Rule
| Year of publication: |
[2008]
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| Authors: | Leng, Chenlei |
| Other Persons: | Wang, Hansheng (contributor) |
| Publisher: |
[2008]: [S.l.] : SSRN |
| Description of contents: |
This is a discussion comment on Fan and Lv's SIS discussion paper
Abstract [papers.ssrn.com]
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| Extent: | 1 Online-Ressource |
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| Type of publication: | Book / Working Paper |
| Notes: | In: Journal of Royal Statistical Society, Series B, Vol. 70, pp. 896-897, 2007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 27, 2008 erstellt Volltext nicht verfügbar |
| Classification: | C5 - Econometric Modeling ; C51 - Model Construction and Estimation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012768317