Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso.

Emmanuel Flachaire

Sullivan Hué Sébastien Laurent Ulrich Aiounou Emmanuel Flachaire Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso. 2025 November abs/2511.21257 CoRR https://doi.org/10.48550/arXiv.2511.21257 db/journals/corr/corr2511.html#abs-2511-21257 streams/journals/corr

Agathe Fernandes Machado Arthur Charpentier Emmanuel Flachaire Ewen Gallic François Hu From Uncertainty to Precision: Enhancing Binary Classifier Performance through Calibration. 2024 abs/2402.07790 CoRR https://doi.org/10.48550/arXiv.2402.07790 db/journals/corr/corr2402.html#abs-2402-07790

Agathe Fernandes Machado Arthur Charpentier Emmanuel Flachaire Ewen Gallic François Hu Probabilistic Scores of Classifiers, Calibration is not Enough. 2024 abs/2408.03421 CoRR https://doi.org/10.48550/arXiv.2408.03421 db/journals/corr/corr2408.html#abs-2408-03421 streams/journals/corr

Emmanuel Flachaire Gilles Hacheme Sullivan Hué Sébastien Laurent GAM(L)A: An econometric model for interpretable Machine Learning. 2022 abs/2203.11691 CoRR https://doi.org/10.48550/arXiv.2203.11691 db/journals/corr/corr2203.html#abs-2203-11691

Arthur Charpentier Emmanuel Flachaire Extended Scale-Free Networks. 2019 abs/1905.10267 CoRR http://arxiv.org/abs/1905.10267 db/journals/corr/corr1905.html#abs-1905-10267

Emmanuel Flachaire Olivier Nuñez Estimation of the income distribution and detection of subpopulations: An explanatory model. 3368-3380 2007 51 Comput. Stat. Data Anal. 7 https://doi.org/10.1016/j.csda.2006.07.004 db/journals/csda/csda51.html#FlachaireN07

Emmanuel Flachaire Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap. 361-376 2005 49 Comput. Stat. Data Anal. 2 https://doi.org/10.1016/j.csda.2004.05.018 db/journals/csda/csda49.html#Flachaire05

Emmanuel Flachaire Bootstrapping heteroskedasticity consistent covariance matrix estimator. 501-506 2002 17 Comput. Stat. 4 https://doi.org/10.1007/s001800200122 db/journals/cstat/cstat17.html#Flachaire02

Ulrich Aiounou Arthur Charpentier Ewen Gallic Gilles Hacheme François Hu Sullivan Hué Sébastien Laurent Agathe Fernandes Machado Olivier Nuñez