Bootstrap model selection for possibly dependent and heterogeneous data

Alessio Sancetta

Annals of the Institute of Statistical Mathematics, 2010, vol. 62, issue 3, 515-546

Keywords: Complexity regularization; Random penalty; Wild bootstrap (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10463-008-0183-3

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