Robust Combination of Model Selection Methods for Prediction

DOI10.5705/ss.2010.023zbMath1257.62092OpenAlexW2330423374MaRDI QIDQ2905107

Yuhong Yang, Xiaoqiao Wei

Publication date: 24 August 2012

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/688ad5c9cf4c964745a3537b87d0f7e6b3aa13c6

zbMATH Keywords

LASSOSCADadaptive LASSOARM

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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