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Regularizing double machine learning in partially linear endogenous models
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scientific article; zbMATH DE number 7471533
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Property / DOI: 10.48550/arXiv.2101.12525 / rank
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9 February 2022
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Property / publication date: 9 February 2022 / rank
 
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Property / author: Corinne Emmenegger / rank
 
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Property / author: Bühlmann Peter / rank
 
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Property / DOI: 10.1214/21-EJS1931 / rank
 
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Property / DOI: 10.48550/ARXIV.2101.12525 / rank
 
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Regularizing double machine learning in partially linear endogenous models (English)
Property / title: Regularizing double machine learning in partially linear endogenous models (English) / rank
 
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Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1498.62086 / rank
 
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Property / published in: Electronic Journal of Statistics / rank
 
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Property / full work available at URL: https://arxiv.org/abs/2101.12525 / rank
 
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Property / full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-15/issue-2/Regularizing-double-machine-learning-in-partially-linear-endogenous-models/10.1214/21-EJS1931.full / rank
 
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Property / Mathematics Subject Classification ID: 62G08 / rank
 
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Property / Mathematics Subject Classification ID: 62G05 / rank
 
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Property / Mathematics Subject Classification ID: 62J05 / rank
 
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Property / Mathematics Subject Classification ID: 62G20 / rank
 
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Property / Mathematics Subject Classification ID: 62P20 / rank
 
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Property / Mathematics Subject Classification ID: 68T05 / rank
 
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Property / zbMATH DE Number: 7471533 / rank
 
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Property / zbMATH Keywords
 
double machine learning
Property / zbMATH Keywords: double machine learning / rank
 
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endogenous variables
Property / zbMATH Keywords: endogenous variables / rank
 
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generalized method of moments
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instrumental variables
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k-class estimation
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partially linear model
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regularization
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semiparametric estimation
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two-stage least squares
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Latest revision as of 00:59, 28 December 2024

scientific article; zbMATH DE number 7471533
  • Regularizing double machine learning in partially linear endogenous models
Language Label Description Also known as
English
Regularizing Double Machine Learning in Partially Linear Endogenous Models
scientific article; zbMATH DE number 7471533
  • Regularizing double machine learning in partially linear endogenous models

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29 January 2021
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9 February 2022
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stat.ME
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math.ST
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stat.TH
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Regularizing double machine learning in partially linear endogenous models (English)
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double machine learning
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endogenous variables
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generalized method of moments
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instrumental variables
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k-class estimation
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partially linear model
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regularization
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semiparametric estimation
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two-stage least squares
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