152 citations · 256 across the 22 of their papers we have counts for
3 papers · 1 filter
hdm: High-Dimensional Metrics
Victor Chernozhukov, Chris Hansen, Martin Spindler
In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in hig…
High-Dimensional Metrics in R
Victor Chernozhukov, Chris Hansen, Martin Spindler
The package High-dimensional Metrics (\Rpackage{hdm}) is an evolving collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approxim…
High-Dimensional Boosting: Rate of Convergence
Ye Luo, Martin Spindler, Jannis Kück
Boosting is one of the most significant developments in machine learning. This paper studies the rate of convergence of Boosting, which is tailored for regression, in a high-d…