Lasso–type and Heuristic Strategies in Model Selection and Forecasting
DOI10.1007/978-3-642-30278-7_14zbMATH Open1348.62208OpenAlexW163690100MaRDI QIDQ2829651FDOQ2829651
Publication date: 8 November 2016
Published in: Towards Advanced Data Analysis by Combining Soft Computing and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-30278-7_14
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Applications of statistics to economics (62P20) Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07) Inference from stochastic processes and prediction (62M20)
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Least angle regression. (With discussion)
- Title not available (Why is that?)
- Lasso-type recovery of sparse representations for high-dimensional data
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Forecasting economic time series using targeted predictors
- Title not available (Why is that?)
- Regularization and Variable Selection Via the Elastic Net
- A Statistical View of Some Chemometrics Regression Tools
- Recovering Sparse Signals With a Certain Family of Nonconvex Penalties and DC Programming
- Identification of multivariate AR-models by threshold accepting
- Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators
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