Model selection via adaptive shrinkage with t priors
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Korobilis, Dimitris, 2013.
"Hierarchical shrinkage priors for dynamic regressions with many predictors,"
International Journal of Forecasting,
Elsevier, vol. 29(1), pages 43-59.
- Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
- KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," CORE Discussion Papers 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
- Savin Ivan, 2013.
"A Comparative Study of the Lasso-type and Heuristic Model Selection Methods,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik),
De Gruyter, vol. 233(4), pages 526-549, August.
- Ivan Savin, 2010. "A comparative study of the Lasso-type and heuristic model selection methods," Working Papers 042, COMISEF.
More about this item
KeywordsElastic net; Lasso; Relevance vector machine; Ridge regression; Regularized least squares; Shrinkage estimation;
StatisticsAccess and download statistics
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