Open AccessAnalytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators
Author(s) -
Denis Chetverikov,
Rie Sørensen,
Jesper Sørensen,
Richard Blundell,
Victor Chernozhukov,
Bo E. Honoré,
Whitney K. Newey,
Joris Pinkse,
Azeem M. Shaikh,
Sara Van
Publication year - 2022
Language(s) - English
Resource type - Reports
DOI - 10.47004/wp.cem.2022.0322
Subject(s) - estimator , cross validation , statistics , computer science , mathematics
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