Regularised orthogonal machine learning for nonlinear semiparametric models (Q5083307)
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scientific article; zbMATH DE number 7546427
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| English | Regularised orthogonal machine learning for nonlinear semiparametric models |
scientific article; zbMATH DE number 7546427 |
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Regularised orthogonal machine learning for nonlinear semiparametric models (English)
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22 June 2022
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conditional moment restrictions
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high-dimensional sparse estimation
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machine learning
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\(M\)-estimation
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Neyman orthogonality
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single index models
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0.8781767
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0.8618458
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0.86164576
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0.8595695
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