CAViaR model selection via adaptive Lasso (Q6854962)
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scientific article; zbMATH DE number 8162644
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | CAViaR model selection via adaptive Lasso |
scientific article; zbMATH DE number 8162644 |
Statements
CAViaR model selection via adaptive Lasso (English)
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23 February 2026
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adaptive Lasso
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CAViaR model
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model selection
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tail risk
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