Regularised orthogonal machine learning for nonlinear semiparametric models
Denis Nekipelov, Vira Semenova and Vasilis Syrgkanis
| Year of publication: |
2022
|
|---|---|
| Authors: | Nekipelov, Denis N. ; Semenova, Vira ; Syrgkanis, Vasilis |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 25.2022, 1, p. 233-255
|
| Subject: | Conditional moment restrictions | high-dimensional sparse estimation | machinelearning | M-estimation | Neyman orthogonality | single index models | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utab022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012878911