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We examine contemporary practice of transfer pricing rules enforcement in this paper. We have used neoclassical microeconomic framework with transfer price estimated via comparable uncontrolled price ...
In the context of a linear model with a sparse coefficient vector, exponential weights methods have been shown to be achieve oracle inequalities for prediction. We show that such methods also succeed ...
We consider quantile regression processes from censored data under dependent data structures and derive a uniform Bahadur representation for those processes. We also consider cases where the dimension...
We propose an `1-penalized estimation procedure for high-dimensional lin- ear mixed-effects models. The models are useful whenever there is a grouping structure among high-dimensional observations, ...
This paper investigates correct variable selection in finite samples via $ell_1$ and $ell_1 + ell_2$ type penalization schemes. The asymptotic consistency of variable selection immediately follows fro...
In this paper, a new family of resampling-based penalization procedures for model selection is defined in a general framework. It generalizes several methods, including Efron's bootstrap penalization ...
Model selection by resampling penalization

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