Sessi Tokpavi
Economics and Econometrics · 2008–2021
A researcher in the Science corpus: 3 papers; trusts 20 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 16 citations into it; #20,289 of 23,481 by trust here, #17,346 by citations
- Finance — 16 citations into it; #9,275 of 10,518 by trust here, #7,251 by citations
- Statistics and Probability — 14 citations into it
- Artificial Intelligence — 10 citations into it
- Management Science and Operations Research — 5 citations into it
Whom Sessi Tokpavi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Clive W. J. Granger
- Liangjun Su
- Halbert White
- Christopher A. Sims
- Kristin J. Forbes
- R. Giacomini
- Fabienne Comte
- Hui Zou
- Trevor J. Hastie
- David Ruppert
Who trusts Sessi Tokpavi overall
Papers from Sessi Tokpavi's perspective
Ordered by how strongly the researchers Sessi Tokpavi trusts endorse each paper. Same corpus, a different order for every researcher.
- Regression Shrinkage and Selection via the Lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Bagging Predictors
- The Adaptive Lasso and Its Oracle Properties
- Addendum: Regularization and variable selection via the elastic net
- The Elements of Statistical Learning: Data Mining, Inference, and Prediction
- A Consistent Characteristic-Function-Based Test for Conditional Independence
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- Random Forests
- Investigating causal relations by econometric models and cross-spectral methods
Their papers
- Backtesting value-at-risk : a GMM duration-based test (2008) — 132 citations
- A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion (2014) — 89 citations
- Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects (2021) — 397 citations