Adaptive Lasso regression against heteroscedastic idiosyncratic factors in the covariates (Q6096700)
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scientific article; zbMATH DE number 7737972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Lasso regression against heteroscedastic idiosyncratic factors in the covariates |
scientific article; zbMATH DE number 7737972 |
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Adaptive Lasso regression against heteroscedastic idiosyncratic factors in the covariates (English)
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15 September 2023
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factor analysis
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global economic interaction
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irrespentable condition
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adaptive Lasso
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penalized regression
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selection consistency
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