Best subset binary prediction (Q1668571): Difference between revisions
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| Property / DOI: 10.1016/j.jeconom.2018.05.001 / rank | |||
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| Property / DOI: 10.1016/J.JECONOM.2018.05.001 / rank | |||
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Latest revision as of 02:02, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Best subset binary prediction |
scientific article |
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Best subset binary prediction (English)
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29 August 2018
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binary choice
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maximum score estimation
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best subset selection
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\(\ell_0\)-constrained maximization
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mixed integer optimization
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minimax optimality
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finite sample property
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prediction
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