Tuning parameter selection in econometrics

5 May 2024

Papers citing "Tuning parameter selection in econometrics"

7 / 7 papers shown

Title
Model Selection Techniques -- An Overview Jie Ding Vahid Tarokh Yuhong Yang 114 258 0 22 Oct 2018
Anti-concentration and honest, adaptive confidence bands Victor Chernozhukov Denis Chetverikov Kengo Kato 144 174 0 28 Mar 2013
Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators Emmanuel J. Candes Carlos A. Sing Long J. Trzasko 80 220 0 15 Oct 2012
Degrees of freedom in lasso problems Robert Tibshirani Jonathan E. Taylor 103 363 0 02 Nov 2011
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain A. Belloni Daniel L. Chen Victor Chernozhukov Christian B. Hansen 162 557 0 21 Oct 2010
A survey of cross-validation procedures for model selection Sylvain Arlot Alain Celisse 173 3,583 0 27 Jul 2009
Optimal cross-validation in density estimation with the $L^2$ -loss Alain Celisse 95 53 0 05 Nov 2008