Econometrics and Business Statistics Seminar: Jesper Riis-Vestergaard Sørensen, KU
Title: Analytic and Bootstrap-after-Cross-Validation Methods for Selecting Penalty Parameters of High-Dimensional M-Estimators
Info about event
Time
Location
Fuglesangs Allé 4, Building 2632(L), Room 242
Speaker: Jesper Riis-Vestergaard Sørensen, KU
Title: Analytic and Bootstrap-after-Cross-Validation Methods for Selecting Penalty Parameters of High-Dimensional M-Estimators
Area of research: Econometrics
Host: Allan Würtz
Organisers: Luke Taylor and Mikkel Bennedsen