Efficient shrinkage in parametric models
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Publication:894642
DOI10.1016/j.jeconom.2015.09.003zbMath1419.62041OpenAlexW2168778510MaRDI QIDQ894642
Publication date: 2 December 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.09.003
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)
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