Best subset binary prediction
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Publication:1668571
DOI10.1016/j.jeconom.2018.05.001zbMath1398.62362arXiv1610.02738OpenAlexW2949732160WikidataQ129718636 ScholiaQ129718636MaRDI QIDQ1668571
Publication date: 29 August 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.02738
predictionfinite sample propertybinary choicemixed integer optimizationbest subset selectionmaximum score estimationminimax optimality\(\ell_0\)-constrained maximization
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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Uses Software
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