Factor-Adjusted Regularized Model Selection (Q150847): Difference between revisions

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@@ aliases / en / 0 / aliases / en / 0 @@
+Factor-adjusted regularized model selection
@@ description / en / description / en @@
-scientific article from arXiv
+scientific article; zbMATH DE number 7180791
@@ Property / publication date @@
+March 2020Timestamp +2020-03-20T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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-Timestamp
++2020-03-20T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
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@@ Property / publication date: 20 March 2020 / rank @@
+Normal rank
@@ Property / author @@
+Yuan Ke
@@ Property / author: Yuan Ke / rank @@
+Normal rank
@@ Property / author @@
+Kaizheng Wang
@@ Property / author: Kaizheng Wang / rank @@
+Normal rank
@@ Property / author @@
+Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/j.jeconom.2020.01.006
@@ Property / DOI: 10.1016/j.jeconom.2020.01.006 / rank @@
+Normal rank
@@ Property / title @@
+Factor-adjusted regularized model selection (English)
@@ Property / title: Factor-adjusted regularized model selection (English) / rank @@
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62114
@@ Property / zbMATH Open document ID: 1456.62114 / rank @@
+Normal rank
@@ Property / published in @@
+Journal of Econometrics
@@ Property / published in: Journal of Econometrics / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://arxiv.org/abs/1612.08490
@@ Property / full work available at URL: https://arxiv.org/abs/1612.08490 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+-08
@@ Property / Mathematics Subject Classification ID: 62-08 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+7180791
@@ Property / zbMATH DE Number: 7180791 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+model selection consistency
@@ Property / zbMATH Keywords: model selection consistency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+correlated covariates
@@ Property / zbMATH Keywords: correlated covariates / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+factor model
@@ Property / zbMATH Keywords: factor model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regularized \(M\)-estimator
@@ Property / zbMATH Keywords: regularized \(M\)-estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+time series
@@ Property / zbMATH Keywords: time series / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+glmnet
@@ Property / describes a project that uses: glmnet / rank @@
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+W3005119431
@@ Property / OpenAlex ID: W3005119431 / rank @@
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@@ Property / Wikidata QID @@
+Q91740386
@@ Property / Wikidata QID: Q91740386 / rank @@
+Normal rank