Best subset binary prediction (Q1668571)
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scientific article; zbMATH DE number 6928474
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Best subset binary prediction |
scientific article; zbMATH DE number 6928474 |
Statements
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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0.7671223878860474
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0.7639548182487488
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0.7562742829322815
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0.7548152208328247
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