Search Results - subject:"adaptive LASSO"

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CAViaR model selection via adaptive lasso

Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2024

Persistent link: https://www.econbiz.de/10014521035

Financial uncertainty and gold market volatility : evidence from a GARCHMIDAS approach with variable selection

Chuang, O-Chia; Gupta, Rangan; Pierdzioch, Christian - 2024

Persistent link: https://www.econbiz.de/10015066787

Extracting relevant predictors of the severity of mental illnesses from clinical information using regularisation regression models

Kaushik, Sakshi; Sabharwal, Alka; Grover, Gurprit - In: Statistics in Transition new series (SiTns) 23 (2022) 2, pp. 129-152

quantitative predictors extracted by the adaptive LASSO and the group of predictors extracted by the group LASSO were comparable to …

Persistent link: https://www.econbiz.de/10013444136

Extracting relevant predictors of the severity of mental illnesses from clinical information using regularisation regression models

Kaushik, Sakshi; Sabharwal, Alka; Grover, Gurprit - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 129-152

predictors extracted by the adaptive LASSO and the group of predictors extracted by the group LASSO were comparable to the …

Persistent link: https://www.econbiz.de/10013419432

In search of gazelles: machine learning prediction for Korean high-growth firms

Chae, Ho-Chang - In: Small business economics : an international journal 62 (2024) 1, pp. 243-284

Persistent link: https://www.econbiz.de/10014631904

Large spillover networks of nonstationary systems

Chen, Shi; Schienle, Melanie - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 422-436

Persistent link: https://www.econbiz.de/10015053412

Cross-cryptocurrency return predictability

Guo, Li; Sang, Bo; Tu, Jun; Wang, Yu - In: Journal of economic dynamics & control 163 (2024), pp. 1-33

Persistent link: https://www.econbiz.de/10015050816

Weighted-average least squares (WALS): Confidence and prediction intervals

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2021

frequentist model averaging estimators (Mallows and jackknife), and one version of a popular shrinkage estimator (the adaptive … LASSO). We discuss confidence intervals for the focus parameter and prediction intervals for the outcome of interest, and …

Persistent link: https://www.econbiz.de/10012606004

Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach

Belaïd, Fateh; Rault, Christophe - 2021

Egyptian HIECS Survey, we develop a quantile regression model with an innovative variable selection approach via Adaptive Lasso …

Persistent link: https://www.econbiz.de/10012492961

Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach

Belaïd, Fateh; Rault, Christophe - 2021

Egyptian HIECS Survey, we develop a quantile regression model with an innovative variable selection approach via Adaptive Lasso …

Persistent link: https://www.econbiz.de/10012497912

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