Concepedia
Journal of Econometrics · 2022 · 11 citations · 38 references
38
Regression Shrinkage and Selection Via the Lasso
Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 50.3K citations
Engineering, High-dimensional Method, Robust Modeling +14
Regularization and Variable Selection Via the Elastic Net
Hui Zou, Trevor Hastie · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 20.1K citations · Full text
Economic Forces and the Stock Market
Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.3K citations
Empirical Finance, Economics, Financial Economics +12
Strictly Proper Scoring Rules, Prediction, and Estimation
Tilmann Gneiting, Adrian E. Raftery · Journal of the American Statistical Association · 2007 · 5.2K citations
Engineering, Proper Scoring Rules, Statistical Foundation +18
VERIFICATION OF FORECASTS EXPRESSED IN TERMS OF PROBABILITY
Glenn W. Brier · Monthly Weather Review · 1950 · 5.1K citations
Forecasting Methodology, Probabilistic Forecasting, Engineering +7