A theory of dichotomous valuation with applications to variable selection

DOI10.1080/07474938.2020.1735750zbMath1490.62451arXiv1808.00131OpenAlexW2949499036MaRDI QIDQ5861028

Xingwei Hu

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.00131

zbMATH Keywords

Shapley valuevariable selectionfeature selectionover-fittingendowment bias

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Cooperative games (91A12)

Uses Software

• relaimpo

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
• Model uncertainty
• An asymmetric Shapley-Shubik power index
• Value Theory Without Efficiency
• Analysis of regression in game theory approach
• Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
• Feature Selection via Coalitional Game Theory
• A review of Bayesian variable selection methods: what, how and which

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