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Phillips, Peter C. B.; Wang, Ying - 2019

Persistent link: https://www.econbiz.de/10012062413

Variable selection in additive models by nonnegative garrote

Cantoni, Eva (contributor); … - 2006

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A review of recent variable selection methods in industrial and chemometrics applications

Anzanello, Michel Jose; Fogliatto, Flavio Sanson - In: European journal of industrial engineering : EJIE 8 (2014) 5, pp. 619-645

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High dimensional generalized empirical likelihood for moment restrictions with dependent data

Chan, Jinyuan; Chen, Song Xi; Chen, Xiaohong - In: Journal of econometrics 185 (2015) 1, pp. 283-304

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Posterior odds with a generalized hyper-g-prior

George, Edward I.; Maruyama, Yuzo - In: Econometric reviews 33 (2014) 1/4, pp. 251-269

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A semiparametric conditional capital asset pricing model

Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126

Persistent link: https://www.econbiz.de/10011545159

Penalized estimation of high-dimensional models under a generalized sparsity condition

Horowitz, Joel; Huang, Jian - 2012

We consider estimation of a linear or nonparametric additive model in which a few coefficients or additive components are "large" and may be objects of substantive interest, whereas others are "small" but not necessarily zero. The number of small coefficients or additive components may exceed...

Persistent link: https://www.econbiz.de/10009567830

A non-convex regularization approach for stable estimation of loss development factors

Jeong, Himchan; Chang, Hyunwoong; Valdez, Emiliano - In: Scandinavian actuarial journal 2021 (2021) 9, pp. 779-803

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Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates

Han, Xiaoyi; Peng, Bin; Yang, Yanrong; Zhu, Huanjun - In: Economics letters 202 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012607177

One-step oracle procedure for semi-parametric spatial autoregressive model and its empirical application to Boston housing price data

Lu, Fang; Yang, Jing; Lu, Xuewen - In: Empirical economics : a quarterly journal of the … 62 (2022) 6, pp. 2645-2671

Persistent link: https://www.econbiz.de/10013197401