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Finite-Sample Risk Approximation and Risk-Consistent Tuning for Generalized Ridge Estimation in Nonlinear Models: Controlling Extreme Realizations

Fuente: arXiv

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Bibliographic Details
Main Author:	Iwasawa, Masamune
Format:	Preprint
Published:	2025
Subjects:	Methodology Econometrics
Online Access:	Acceder al recurso
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