Discussion on "Model confidence bounds for variable selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin

Hannes Leeb, Benedikt Pötscher, Danijel Kivaranovic

Publications: Contribution to journalShort communicationPeer Reviewed

Original languageEnglish
Pages (from-to)407-410
Number of pages4
JournalBiometrics
Volume75
Issue number2
DOIs
Publication statusPublished - Jun 2019

Austrian Fields of Science 2012

  • 502025 Econometrics
  • 101018 Statistics
  • 101029 Mathematical statistics

Keywords

  • SRA
  • ISOR
  • ESTIMATORS
  • LASSO
  • INFERENCE
  • PREDICTION

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