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Risk minimization for time series binary choice with variable selection
Jiang, Wenxin; Tanner, Martin A. - In: Econometric theory 26 (2010) 5, pp. 1437-1452
Persistent link: https://www.econbiz.de/10008662662
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General inequalities for Gibbs posterior with nonadditive empirical risk
Li, Cheng; Jiang, Wenxin; Tanner, Martin A. - In: Econometric theory 30 (2014) 6, pp. 1247-1271
Persistent link: https://www.econbiz.de/10010502116
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The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
Hansen, Christian Bailey; Liao, Yuan - In: Econometric theory 35 (2019) 3, pp. 465-509
Persistent link: https://www.econbiz.de/10012146146