Best subset binary prediction (Q1668571): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Best subset binary prediction	scientific article

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scholarly article

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Best subset binary prediction (English)

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Journal of Econometrics

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publication date

29 August 2018

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full work available at URL

https://arxiv.org/abs/1610.02738

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zbMATH Keywords

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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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Rank estimation of a generalized fixed-effects regression model

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On the Bootstrap of the Maximum Score Estimator

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Best subset selection via a modern optimization lens

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Non‐standard rates of convergence of criterion‐function‐based set estimators for binary response models

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Local NLLS estimation of semi‐parametric binary choice models

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A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation

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An integrated maximum score estimator for a generalized censored quantile regression model

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Maximum score estimation with nonparametrically generated regressors

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Binary quantile regression with local polynomial smoothing

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On the harm that ignoring pretesting can cause

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Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.

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Predicting binary outcomes

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Exact computation of max weighted score estimators

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Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint

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Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization

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A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES

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A Smoothed Maximum Score Estimator for the Binary Response Model

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Semiparametric estimation of a work-trip mode choice model

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Semiparametric methods in econometrics

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Bootstrap critical values for tests based on the smoothed maximum score estimator

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RISK MINIMIZATION FOR TIME SERIES BINARY CHOICE WITH VARIABLE SELECTION

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The densest hemisphere problem

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Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference

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INTEGRATED SCORE ESTIMATION

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Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions

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Cube root asymptotics

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Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice

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Binary choice models with discrete regressors: identification and misspecification

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On<i>m</i>out of<i>n</i>Bootstrapping for Nonstandard M-Estimation With Nuisance Parameters

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Semiparametric estimation of a binary response model with a change-point due to a covariate threshold

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Testing for Threshold Effects in Regression Models

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Optimal Binary Prediction for Group Decision Making

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The construction of empirical credit scoring rules based on maximization principles

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Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data

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Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest

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Smooth discrimination analysis

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Maximum score estimation of the stochastic utility model of choice

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Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator

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Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data

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Identification of Binary Response Models

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Inference on Regressions with Interval Data on a Regressor or Outcome

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Estimation of best predictors of binary response

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Risk bounds for statistical learning

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Nonparametric identification and estimation of polychotomous choice models

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Maximum score estimation of a nonstationary binary choice model

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Sparse Approximate Solutions to Linear Systems

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A consistent bootstrap procedure for the maximum score estimator

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On the computation of semiparametric estimates in limited dependent variable models

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Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

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Local M-estimation with discontinuous criterion for dependent and limited observations

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Optimal aggregation of classifiers in statistical learning.

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On the conditions used to prove oracle results for the Lasso

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Identifiers

zbMATH Open document ID

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10.1016/j.jeconom.2018.05.001

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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