Cross-validation for selecting a model selection procedure

标题

作者

关键词

Cross-validation, Cross-validation paradox, Data splitting ratio, Adaptive procedure selection, Information criterion, LASSO, MCP, SCAD

出版物

Volume 187, Issue 1, Pages 95-112

出版商

Elsevier BV

发表日期

2015-02-18

DOI

10.1016/j.jeconom.2015.02.006

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