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estimators. Furthermore, we consider an adaptive lasso penalized variable selection method and establish its oracle property …
Persistent link: https://www.econbiz.de/10011241463
We use lasso methods to shrink, select and estimate the network linking the publicly-traded subset of the world's top …
Persistent link: https://www.econbiz.de/10011440136
We use lasso methods to shrink, select and estimate the network linking the publicly-traded subset of the world's top …
Persistent link: https://www.econbiz.de/10011309448
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absolute penalty estimator through Monte Carlo simulation. Lasso and adaptive lasso were implemented for simultaneous model … selection and parameter estimation. A real data example is given to compare the proposed estimators with lasso and adaptive … lasso estimators. …
Persistent link: https://www.econbiz.de/10010577734
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Autometrics in that context. Paramount considerations include embedding relationships in general initial models, possibly …
Persistent link: https://www.econbiz.de/10011559165