Work

IPAD: Stable Interpretable Forecasting with Knockoffs Inference

Year: 2018

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3245137

Authors: Yingying Fan, Jinchi Lv, Mahrad Sharifvaghefi, Yoshimasa Uematsu

Institutions: University of Southern California, University of Pittsburgh, Tohoku University

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W3150707515

Cites: 19

Cited by: 4

Related to: 10