Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation

This is a publication. If there is no link to the publication on this page, you can try the pre-formated search via the search engines listed on this page.

Authors: Le-Yu Chen, Sokbae Lee

Journal title: The Econometrics Journal

Journal publisher: Blackwell Publishing Inc.

Published year: 2020

DOI identifier: 10.1093/ectj/utaa017

ISSN: 1368-4221