Overparametrization and the bias-variance dilemma
Johannes Schmidt-Hieber (University of Twente)
- Erasmus Econometric Institute Series
Johannes Schmidt-Hieber (University of Twente)
Fabian Mies (TU Delft)
Simone Padoan (Bocconi University, Italy)
Mirco Rubin (EDHEC Business School, France)
Paul Schneider (Università della Svizzera italiana, Switzerland)
Max Welz (University of Zurich, Switzerland)
Catherine Doz (Paris School of Economics, France)
Stefan Waldherr (Vrije Universiteit Amsterdam)
Bent Nielsen (University of Oxford), Ines Wilms (Maastricht University), Frank Kleibergen (University of Amsterdam), and Andreas Alfons (Erasmus University Rotterdam)
Sanne Wøhlk (Aarhus University, Denmark)