Discussion on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin

19 December 2018

Papers citing "Discussion on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin"

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Title
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
Confidence Sets Based on Sparse Estimators Are Necessarily Large B. M. Potscher 111 41 0 07 Nov 2007