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08/13/2021
A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation
We propose a unified frequency domain cross-validation (FDCV) method to ...
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09/21/2020
Selection of Regression Models under Linear Restrictions for Fixed and Random Designs
Many important modeling tasks in linear regression, including variable s...
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11/22/2019
On the use of information criteria for subset selection in least squares regression
Least squares (LS) based subset selection methods are popular in linear ...
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03/18/2014
On the Sensitivity of the Lasso to the Number of Predictor Variables
The Lasso is a computationally efficient regression regularization proce...
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02/08/2013