RISK MINIMIZATION FOR TIME SERIES BINARY CHOICE WITH VARIABLE SELECTION
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Publication:4933585
DOI10.1017/S0266466609990636zbMath1197.62129OpenAlexW2135716303MaRDI QIDQ4933585
Martin A. Tanner, Wenxin Jiang
Publication date: 14 October 2010
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466609990636
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Social choice (91B14)
Related Items (5)
Best subset binary prediction ⋮ GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK ⋮ On extensions of Hoeffding's inequality for panel data ⋮ Predicting Panel Data Binary Choice with the Gibbs Posterior ⋮ Robust Bayes estimation using the density power divergence
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