Data science in economics and finance: Introduction
Data science is a thriving, broad discipline that combines the best of classical and modern
statistics, as well as applied and theoretical econometrics, machine learning, probability …
statistics, as well as applied and theoretical econometrics, machine learning, probability …
Stab-GKnock: Controlled variable selection for partially linear models using generalized knockoffs
The recently proposed fixed-X knockoff is a powerful variable selection procedure that
controls the false discovery rate (FDR) in any finite-sample setting, yet its theoretical insights …
controls the false discovery rate (FDR) in any finite-sample setting, yet its theoretical insights …
Reproducible learning for accelerated failure time models via deep knockoffs
J Yu, D Li, L Luo, H Zhao - Communications in Statistics-Theory …, 2024 - Taylor & Francis
Selecting truly relevant variables contributing to the response is a fundamental problem in
many scientific fields. One of major challenges in variable selection is to effectively control …
many scientific fields. One of major challenges in variable selection is to effectively control …
Multiple change-points estimation in panel data models via SaRa
F Li, Y Xiao, Z Chen - Communications in Statistics-Simulation and …, 2023 - Taylor & Francis
Multiple change-points estimation in panel data models is one of the popular topics in
statistics. In this article, we investigate the multiple change-points estimation in the mean of …
statistics. In this article, we investigate the multiple change-points estimation in the mean of …