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Prediction out-of-sample using block shrinkage estimators: model
  selection and predictive inference

Prediction out-of-sample using block shrinkage estimators: model selection and predictive inference

12 September 2018
Hannes Leeb
Nina Senitschnig
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Papers citing "Prediction out-of-sample using block shrinkage estimators: model selection and predictive inference"

2 / 2 papers shown
Title
Confidence Sets Based on Penalized Maximum Likelihood Estimators in
  Gaussian Regression
Confidence Sets Based on Penalized Maximum Likelihood Estimators in Gaussian Regression
B. M. Potscher
U. Schneider
119
54
0
10 Jun 2008
Evaluation and selection of models for out-of-sample prediction when the
  sample size is small relative to the complexity of the data-generating
  process
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
Hannes Leeb
83
36
0
22 Feb 2008
1