Comment on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin

Leeb, Hannes and Pötscher, Benedikt M. and Kivaranovic, Danijel (2018): Comment on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin. Forthcoming in: Biometrics

Abstract

This is a comment on the article mentioned in the title

• Item Type: MPRA Paper
• Language: English
• Keywords: Model selection
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C10 - General; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C20 - General

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