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Analysis of Testing‐Based Forward Model Selection - MaRDI portal

Analysis of Testing‐Based Forward Model Selection (Q4992165)

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scientific article; zbMATH DE number 7355758
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English
Analysis of Testing‐Based Forward Model Selection
scientific article; zbMATH DE number 7355758

    Statements

    title
    Analysis of Testing‐Based Forward Model Selection (English)
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    author
    Damian Kozbur
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    published in
    Econometrica
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    publication date
    7 June 2021
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    zbMATH Keywords
    model selection
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    forward regression
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    sparsity
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    hypothesis testing
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    Identifiers

    DOI
    10.3982/ECTA16273
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    Mathematics Subject Classification ID
    62F07
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    62F03
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    62J07
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    62J05
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    zbMATH DE Number
    7355758
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    arXiv ID
    1512.02666
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    OpenAlex ID
    W3087918275
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