✦ LIBER ✦

Regularization and variable selection for infinite variance autoregressive models

✍ Scribed by Ganggang Xu; Yanbiao Xiang; Suojin Wang; Zhengyan Lin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Efficient estimation and variable select

✍ Tang, Linjun; Zhou, Zhangong; Wu, Changchun 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 515 KB

Empirical processes for infinite varianc

✍ Chafik Bouhaddioui; Kilani Ghoudi 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 315 KB

Model identification for infinite varian

✍ Andrews, Beth; Davis, Richard A. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 399 KB

Self-weighted least absolute deviation e

✍ Shiqing Ling 📂 Article 📅 2005 🏛 Blackwell Publishing 🌐 English ⚖ 251 KB

Empirical likelihood for the smoothed LA

✍ Jinyu Li; Wei Liang; Shuyuan He; Xianbin Wu 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 315 KB

THRESHOLD VARIABLE SELECTION IN OPEN-LOO

✍ Rong Chen 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 839 KB