Publisher
International Monetary Fund (IMF)
Reference54 articles.
1. Bankruptcy Prediction Revisited: Non-traditional Ratios and Lasso Selection;Perdeiy;mimeo (Deutsche Bank Group),2009
2. Optimal Portfolio Choice with Parameter Uncertainty;Kan;Journal of Financial and Quantitative Analysis,2007
3. Forecasting Using Principal Components from a Large Number of Predictors;Stock;Journal of the American Statistical Association,2002
4. Model Selection and Model Averaging
5. Lasso with Relaxation;Meinshausen;Computational Statistics and Data Analysis,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