Extending the Scope of Inference About Predictive Ability to Machine Learning Methods
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Cites work
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- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
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- Orthogonal statistical learning
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- Simultaneous analysis of Lasso and Dantzig selector
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- Tests of Conditional Predictive Ability
- Two-step semiparametric empirical likelihood inference
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
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