Replication Package for: Selecting Penalty Parameters of High-Dimensional M-Estimators using Bootstrapping after Cross-Validation

Name: Replication Package for: Selecting Penalty Parameters of High-Dimensional M-Estimators using Bootstrapping after Cross-Validation
Creator: University of Copenhagen; University of California, Los Angeles
Published: 2025-01-01T00:00:00+08:00

Harvard Dataverse2025-02-27 更新2026-04-09 收录

统计推断

正则化参数选择

数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/Q9TFN2 数据链接链接失效反馈

官方服务：

资源简介：

This is the replication package for "Selecting Penalty Parameters of High-Dimensional M-Estimators using Bootstrapping after Cross-Validation," accepted in 2024 by the Journal of Political Economy.

提供机构：

University of Copenhagen; University of California, Los Angeles

创建时间：

2025-01-01