Model Selection and Shrinkage: An Overview

Authors
Caner, Mehmet Medeiros, Marcelo C
Citation
Caner, Mehmet et C. Medeiros, Marcelo, Model Selection and Shrinkage: An Overview, Econometric reviews , 35(8-10), 2016, pp. 1343-1346
Journal title
Econometric reviews → ACNP
ISSN journal
07474938
Volume
35
Issue
8-10
Year of publication
2016
Pages
1343 - 1346
Database
ACNP
SICI code
Abstract
This special issue is concerned with model selection and shrinkage estimators. This Introduction gives an overview of the papers published in this special issue.