Factor-Adjusted Regularized Model Selection (Q150847)
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scientific article; zbMATH DE number 7180791
- Factor-adjusted regularized model selection
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| English | Factor-Adjusted Regularized Model Selection |
scientific article; zbMATH DE number 7180791 |
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Statements
27 December 2016
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20 March 2020
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stat.ME
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Factor-adjusted regularized model selection (English)
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model selection consistency
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correlated covariates
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factor model
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regularized \(M\)-estimator
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time series
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0.9227991
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0.8992812
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0.8847031
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0.87701917
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0.87653196
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0.87644196
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0.87387663
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0.87188023
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0.8687258
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0.86809856
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