Model Selection in High-Dimensional Linear Regression using Boosting with Multiple Testing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kapetanios, George, Sarafidis, Vasilis, Ventouri, Alexia
Format:	Preprint
Published:	2026
Subjects:	Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.19705