Asymmetric AdaBoost for Maximum Score Estimation of High-dimensional Binary Choice Regression Models
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- Elliott, Graham & Lieli, Robert P., 2013. "Predicting binary outcomes," Journal of Econometrics, Elsevier, vol. 174(1), pages 15-26.
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More about this item
Keywords
AdaBoost; Asymmetric Loss; Maximum Score Estimation; Binary Choice Models; High Dimensional Predictors;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2025-01-06 (Big Data)
- NEP-ECM-2025-01-06 (Econometrics)
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