Author:
Feng Yang,Liu Qingfeng,Okui Ryo
Funder
National Science Foundation
Japan Society for the Promotion of Science
Seoul National University
Subject
Economics and Econometrics,Finance
Reference10 articles.
1. Slope meets lasso: improved oracle bounds and optimality;Bellec;Ann. Statist.,2018
2. SLOPE - adaptive variable selection via convex optimization;Bogdan;Ann. Appl. Stat.,2015
3. Model Selection and Model Averaging;Claeskens,2008
4. Glmnet: lasso and elastic-net regularized generalized linear models. R package version 1 (4);Friedman,2009
5. Least squares model averaging;Hansen;Econometrica,2007
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献