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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

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Best subset binary prediction
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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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