Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460): Difference between revisions
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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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9 February 2022
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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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Regularizing double machine learning in partially linear endogenous models (English) | |||||||||||||||
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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: 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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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 | |||||||||||||||
Property / zbMATH Keywords: k-class estimation / rank | |||||||||||||||
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partially linear model | |||||||||||||||
Property / zbMATH Keywords: partially linear model / rank | |||||||||||||||
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regularization | |||||||||||||||
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semiparametric estimation | |||||||||||||||
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two-stage least squares | |||||||||||||||
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Revision as of 09:45, 26 April 2024
scientific article; zbMATH DE number 7471533
- Regularizing double machine learning in partially linear endogenous models
Language | Label | Description | Also known as |
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English | Regularizing Double Machine Learning in Partially Linear Endogenous Models |
scientific article; zbMATH DE number 7471533 |
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Statements
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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