Selecting Penalty Parameters of High-Dimensional M-Estimators Using Bootstrapping after Cross Validation

Journal:
Journal of Political Economy
Published:
DOI:
10.1086/736770
Affiliations:
2
Authors:
2
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Institutions Authors Share
University of California, Los Angeles (UCLA), United States of America (USA)
1.000000
 0.50
University of Copenhagen (UCPH), Denmark
1.000000
 0.50
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