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~isPartOf:"Discussion paper / NHH, Department of Economics"
~isPartOf:"Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~person:"Četverikov, Denis N."
~type_genre:"Non-commercial literature"
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Bootstrap approach
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Penalty parameter selection
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Četverikov, Denis N.
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Discussion paper / NHH, Department of Economics
Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School
Discussion papers / Department of Economics, University of Copenhagen
CEMMAP working papers / Centre for Microdata Methods and Practice
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Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators
Sørensen, Jesper R.-V.
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Četverikov, Denis N.
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2021
Persistent link: https://www.econbiz.de/10012627495
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