THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842)

From MaRDI portal
scientific article; zbMATH DE number 7073573
Language Label Description Also known as
English
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS
scientific article; zbMATH DE number 7073573

    Statements

    THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (English)
    0 references
    26 June 2019
    0 references
    \(k\)-step bootstrap approach
    0 references
    economic applications
    0 references
    Lasso regression
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references