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Cross-estimation for decision selection

Gu, XY; Li, B

Li, B (corresponding author), Tsinghua Univ, Sch Econ & Management, Beijing, Peoples R China.

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2020; 36 (5): 932

Abstract

We propose a data-driven procedure, cross-estimation for decision selection (CrEDS), to choose from an abundance of off-the-shelf statistical models o......

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